-90.7%
FCEL vs AMCR
-9.6%
-81.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.8% |
| 7D | +6.3% | -5.0% | +11.2% | +9.1% |
| 30D | -18.8% | -8.0% | -10.8% | -15.7% |
| 3M | -3.8% | +14.3% | -18.1% | -13.5% |
| 6M | +121.1% | +5.3% | +115.8% | +106.5% |
| YTD | +113.3% | +7.7% | +105.5% | +92.9% |
| 1Y | +173.5% | +10.8% | +162.7% | +139.6% |
| 3Y | -63.9% | +9.6% | -73.5% | -70.3% |
| 5Y | -90.7% | -10.2% | -80.5% | -89.6% |
| All | -90.7% | -9.6% | -81.1% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling