+42.4%
FCEL vs AME
+21.1%
+21.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.6% | -1.4% | +1.7% |
| 7D | -14.9% | -4.4% | -10.4% | -8.0% |
| 30D | -41.7% | -5.9% | -35.8% | -34.6% |
| 3M | -53.2% | -6.5% | -46.6% | -46.6% |
| 6M | -19.0% | +3.2% | -22.2% | -18.3% |
| YTD | +44.2% | +16.0% | +28.2% | +14.5% |
| 1Y | +42.4% | +20.4% | +22.0% | +6.3% |
| All | +42.4% | +21.1% | +21.3% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling