-99.8%
FCEL vs AME
+14,116.5%
-14,216.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -8.3% | -4.1% | -4.2% | -4.7% |
| 30D | -43.0% | -4.1% | -38.9% | -40.4% |
| 3M | -48.2% | -5.6% | -42.5% | -44.9% |
| 6M | -25.0% | +2.8% | -27.8% | -23.5% |
| YTD | +40.6% | +16.6% | +24.0% | +31.2% |
| 1Y | +36.0% | +21.1% | +14.9% | +24.0% |
| 3Y | -66.7% | +61.1% | -127.8% | -75.1% |
| 5Y | -96.7% | +76.6% | -173.2% | -97.6% |
| 10Y | -99.0% | +431.3% | -530.4% | -99.6% |
| All | -99.8% | +14,116.5% | -14,216.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling