-99.8%
FCEL vs AMC
-98.1%
-1.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.4% |
| 7D | -15.8% | +2.3% | -18.1% | -16.1% |
| 30D | -29.3% | -0.7% | -28.5% | -29.3% |
| 3M | -30.1% | +35.2% | -65.3% | -33.2% |
| 6M | +74.4% | +124.6% | -50.1% | +55.7% |
| YTD | +104.5% | +69.9% | +34.6% | +87.7% |
| 1Y | +281.4% | -2.6% | +284.0% | +271.5% |
| 3Y | -66.1% | -79.8% | +13.7% | -63.1% |
| 5Y | -91.9% | -99.4% | +7.5% | -88.8% |
| 10Y | -99.2% | -98.9% | -0.3% | -99.0% |
| All | -99.8% | -98.1% | -1.7% | -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