-65.4%
FCEL vs AMBA
-1.0%
-64.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.4% |
| 7D | -15.8% | -11.0% | -4.9% | -10.0% |
| 30D | -29.3% | -23.2% | -6.1% | -17.6% |
| 3M | -30.1% | -12.7% | -17.4% | -25.0% |
| 6M | +74.4% | +11.2% | +63.2% | +66.7% |
| YTD | +104.5% | -11.2% | +115.7% | +118.4% |
| 1Y | +281.4% | -22.5% | +303.9% | +324.0% |
| All | -65.4% | -1.0% | -64.4% | -72.6% |
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