-57.4%
FCEL vs AME
+56.9%
-114.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | 0.0% | +18.8% | +18.8% |
| 7D | +4.0% | +2.8% | +1.2% | +0.9% |
| 30D | -13.1% | -6.3% | -6.8% | -6.8% |
| 3M | +14.6% | +5.4% | +9.2% | +11.8% |
| 6M | +133.7% | +7.4% | +126.2% | +121.6% |
| YTD | +143.0% | +16.2% | +126.8% | +116.9% |
| 1Y | +320.9% | +26.8% | +294.0% | +251.1% |
| All | -57.4% | +56.9% | -114.3% | -74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling