-69.0%
FCEL vs AMDL
+47.6%
-116.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +22.3% | -10.7% | +4.4% |
| 7D | -11.2% | -26.2% | +15.0% | -4.0% |
| 30D | -45.8% | -57.1% | +11.3% | -31.1% |
| 3M | -51.0% | -29.8% | -21.1% | -46.6% |
| 6M | -22.2% | -22.2% | 0.0% | -18.1% |
| YTD | +36.3% | +142.1% | -105.9% | +2.3% |
| 1Y | +29.0% | +85.8% | -56.8% | +1.1% |
| All | -69.0% | +47.6% | -116.6% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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