-99.1%
FCEL vs AME
+445.1%
-544.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.3% | -1.3% |
| 7D | +6.3% | +1.7% | +4.5% | +4.5% |
| 30D | -26.7% | -6.4% | -20.2% | -21.4% |
| 3M | -10.2% | +7.1% | -17.3% | -14.4% |
| 6M | +123.5% | +8.2% | +115.3% | +110.0% |
| YTD | +117.4% | +18.2% | +99.2% | +88.5% |
| 1Y | +146.0% | +26.7% | +119.2% | +99.5% |
| 3Y | -61.9% | +60.7% | -122.6% | -75.9% |
| 5Y | -90.5% | +91.6% | -182.1% | -94.8% |
| All | -99.1% | +445.1% | -544.2% | -99.7% |
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