-70.9%
FCEL vs AMC
-71.5%
+0.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +1.9% | +9.6% | +11.1% |
| 7D | -11.2% | +2.6% | -13.8% | -11.6% |
| 30D | -45.8% | +9.0% | -54.8% | -46.7% |
| 3M | -51.0% | +22.2% | -73.2% | -53.4% |
| 6M | -22.2% | +91.5% | -113.7% | -35.3% |
| YTD | +36.3% | +101.3% | -65.0% | +9.4% |
| 1Y | +29.0% | +20.8% | +8.2% | +17.4% |
| 3Y | -70.9% | -71.3% | +0.4% | -47.6% |
| All | -70.9% | -71.5% | +0.6% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling