-89.7%
FCEL vs AME
+85.0%
-174.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | 0.0% | +18.8% | +18.8% |
| 7D | +4.0% | +2.8% | +1.2% | +0.4% |
| 30D | -13.1% | -6.3% | -6.8% | -5.8% |
| 3M | +14.6% | +5.4% | +9.2% | +10.7% |
| 6M | +133.7% | +7.4% | +126.2% | +118.0% |
| YTD | +143.0% | +16.2% | +126.8% | +108.8% |
| 1Y | +320.9% | +26.8% | +294.0% | +228.2% |
| 3Y | -58.9% | +57.5% | -116.4% | -76.9% |
| 5Y | -89.7% | +84.8% | -174.5% | -95.2% |
| All | -89.7% | +85.0% | -174.7% | -95.2% |
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