-99.6%
FCEL vs AMCR
+96.6%
-196.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +122.3% |
| YTD | +143.0% | +11.1% | +131.9% | +123.9% |
| 1Y | +320.9% | +12.7% | +308.1% | +282.9% |
| 3Y | -58.9% | +9.6% | -68.5% | -62.5% |
| 5Y | -89.7% | -10.3% | -79.3% | -89.5% |
| 10Y | -99.1% | +16.5% | -115.5% | -99.2% |
| All | -99.6% | +96.6% | -196.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling