-99.8%
FCEL vs AME
+14,060.6%
-14,160.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +0.9% |
| 7D | -15.8% | +0.6% | -16.4% | -16.3% |
| 30D | -29.3% | -6.7% | -22.6% | -25.6% |
| 3M | -30.1% | +4.1% | -34.2% | -30.7% |
| 6M | +74.4% | +1.6% | +72.9% | +75.0% |
| YTD | +104.5% | +16.1% | +88.4% | +87.9% |
| 1Y | +281.4% | +27.3% | +254.0% | +229.8% |
| 3Y | -66.1% | +50.9% | -117.0% | -73.9% |
| 5Y | -91.9% | +81.4% | -173.2% | -94.3% |
| 10Y | -99.2% | +417.0% | -516.2% | -99.7% |
| All | -99.8% | +14,060.6% | -14,160.4% | -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