-70.9%
FCEL vs AMBA
+16.7%
-87.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +6.1% | +5.4% | +7.9% |
| 7D | -11.2% | -7.2% | -4.0% | -6.4% |
| 30D | -45.8% | -10.4% | -35.4% | -41.4% |
| 3M | -51.0% | -30.1% | -20.9% | -39.3% |
| 6M | -22.2% | -22.4% | +0.2% | -9.9% |
| YTD | +36.3% | -17.3% | +53.6% | +52.6% |
| 1Y | +29.0% | -35.4% | +64.4% | +58.1% |
| 3Y | -70.9% | +18.6% | -89.5% | -76.1% |
| All | -70.9% | +16.7% | -87.6% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling