-99.1%
FCEL vs AME
+442.0%
-541.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -7.0% |
| 7D | +14.8% | +8.1% | +6.7% | +6.2% |
| 30D | -33.9% | -3.8% | -30.1% | -29.9% |
| 3M | -52.7% | -6.6% | -46.1% | -48.0% |
| 6M | -40.0% | +4.6% | -44.6% | -39.6% |
| YTD | +40.2% | +17.9% | +22.3% | +24.6% |
| 1Y | +32.9% | +23.2% | +9.7% | +13.6% |
| 3Y | -66.8% | +62.9% | -129.8% | -78.9% |
| 5Y | -97.0% | +77.5% | -174.5% | -98.2% |
| All | -99.1% | +442.0% | -541.1% | -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