-99.8%
FCEL vs AMBA
+722.2%
-822.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -9.4% | -5.8% | -11.0% |
| 7D | -26.7% | -14.6% | -12.1% | -20.9% |
| 30D | -56.8% | -18.8% | -38.0% | -52.0% |
| 3M | -57.8% | -32.6% | -25.2% | -49.4% |
| 6M | -34.1% | -25.8% | -8.3% | -24.0% |
| YTD | +22.2% | -22.1% | +44.3% | +38.6% |
| 1Y | +5.2% | -36.2% | +41.4% | +26.9% |
| 3Y | -76.2% | +10.0% | -86.2% | -78.3% |
| 5Y | -96.7% | -71.6% | -25.1% | -95.3% |
| 10Y | -99.2% | -4.7% | -94.4% | -99.2% |
| All | -99.8% | +722.2% | -822.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling