-66.7%
FCEL vs AME
+63.2%
-130.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -8.3% | -4.1% | -4.2% | -2.9% |
| 30D | -43.0% | -4.1% | -38.9% | -39.1% |
| 3M | -48.2% | -5.6% | -42.5% | -43.3% |
| 6M | -25.0% | +2.8% | -27.8% | -23.0% |
| YTD | +40.6% | +16.6% | +24.0% | +28.6% |
| 1Y | +36.0% | +21.1% | +14.9% | +20.8% |
| 3Y | -66.7% | +61.1% | -127.8% | -81.6% |
| All | -66.7% | +63.2% | -130.0% | -81.6% |
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