-99.1%
FCEL vs AMCR
+14.6%
-113.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.9% |
| 7D | +6.3% | -6.3% | +12.6% | +10.3% |
| 30D | -26.7% | -7.8% | -18.9% | -23.6% |
| 3M | -10.2% | +7.5% | -17.7% | -16.3% |
| 6M | +123.5% | +2.7% | +120.8% | +111.4% |
| YTD | +117.4% | +6.0% | +111.3% | +98.8% |
| 1Y | +146.0% | +7.8% | +138.2% | +120.6% |
| 3Y | -61.9% | +5.8% | -67.7% | -66.3% |
| 5Y | -90.5% | -11.6% | -78.9% | -90.3% |
| All | -99.1% | +14.6% | -113.8% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling