-99.1%
FCEL vs AME
+444.5%
-543.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -6.0% |
| 7D | -2.8% | +5.9% | -8.7% | -8.3% |
| 30D | -31.6% | -1.9% | -29.7% | -29.0% |
| 3M | -52.4% | -5.4% | -47.0% | -48.4% |
| 6M | -51.4% | +4.9% | -56.3% | -51.3% |
| YTD | +32.4% | +18.5% | +14.0% | +17.1% |
| 1Y | +37.5% | +25.5% | +12.0% | +15.3% |
| 3Y | -69.3% | +63.0% | -132.3% | -80.5% |
| 5Y | -97.1% | +78.3% | -175.4% | -98.3% |
| All | -99.1% | +444.5% | -543.6% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling