-99.8%
FCEL vs AMC
-97.7%
-2.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +1.9% | +9.6% | +11.3% |
| 7D | -11.2% | +2.6% | -13.8% | -11.4% |
| 30D | -45.8% | +9.0% | -54.8% | -46.2% |
| 3M | -51.0% | +22.2% | -73.2% | -52.2% |
| 6M | -22.2% | +91.5% | -113.7% | -28.9% |
| YTD | +36.3% | +101.3% | -65.0% | +22.6% |
| 1Y | +29.0% | +20.8% | +8.2% | +22.9% |
| 3Y | -70.9% | -71.3% | +0.4% | -69.1% |
| 5Y | -96.3% | -99.2% | +3.0% | -95.0% |
| 10Y | -99.1% | -98.7% | -0.4% | -98.8% |
| All | -99.8% | -97.7% | -2.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling