-99.0%
FCEL vs AMC
-98.7%
-0.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.7% | +6.6% |
| 7D | +3.9% | -2.8% | +6.7% | +4.4% |
| 30D | -33.1% | +14.0% | -47.1% | -34.0% |
| 3M | -43.0% | +42.5% | -85.5% | -45.2% |
| 6M | -31.3% | +142.6% | -173.9% | -38.4% |
| YTD | +49.8% | +119.2% | -69.4% | +34.3% |
| 1Y | +48.2% | +40.7% | +7.4% | +39.3% |
| 3Y | -64.6% | -57.3% | -7.3% | -63.9% |
| 5Y | -96.7% | -99.1% | +2.4% | -95.7% |
| 10Y | -99.0% | -98.7% | -0.3% | -98.8% |
| All | -99.0% | -98.7% | -0.3% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling