-96.7%
FCEL vs AME
+76.9%
-173.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -8.3% | -4.1% | -4.2% | -2.2% |
| 30D | -43.0% | -4.1% | -38.9% | -38.7% |
| 3M | -48.2% | -5.6% | -42.5% | -42.7% |
| 6M | -25.0% | +2.8% | -27.8% | -23.2% |
| YTD | +40.6% | +16.6% | +24.0% | +23.3% |
| 1Y | +36.0% | +21.1% | +14.9% | +14.6% |
| 3Y | -66.7% | +61.1% | -127.8% | -81.6% |
| 5Y | -96.7% | +76.6% | -173.2% | -98.5% |
| All | -96.7% | +76.9% | -173.5% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling