-99.6%
FCEL vs AMCR
+102.7%
-202.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.8% | +20.6% | +19.6% |
| 7D | +4.0% | -1.8% | +5.8% | +4.5% |
| 30D | -13.1% | -6.0% | -7.0% | -11.2% |
| 3M | +14.6% | +18.9% | -4.3% | +4.4% |
| 6M | +133.7% | +5.7% | +128.0% | +122.2% |
| YTD | +143.0% | +11.1% | +131.9% | +123.8% |
| 1Y | +320.9% | +14.4% | +306.4% | +280.2% |
| 3Y | -58.9% | +13.0% | -71.9% | -63.1% |
| 5Y | -89.7% | -7.5% | -82.1% | -89.6% |
| 10Y | -99.1% | +20.1% | -119.2% | -99.2% |
| All | -99.6% | +102.7% | -202.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling