-66.7%
FCEL vs AMBA
+23.1%
-89.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -3.7% |
| 7D | -8.3% | -2.7% | -5.6% | -6.0% |
| 30D | -43.0% | -10.5% | -32.5% | -38.3% |
| 3M | -48.2% | -26.4% | -21.7% | -37.5% |
| 6M | -25.0% | -20.9% | -4.1% | -14.1% |
| YTD | +40.6% | -14.8% | +55.4% | +55.0% |
| 1Y | +36.0% | -36.1% | +72.1% | +67.4% |
| 3Y | -66.7% | +20.2% | -87.0% | -72.8% |
| All | -66.7% | +23.1% | -89.8% | -72.8% |
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