-90.7%
FCEL vs AMP
+118.7%
-209.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -6.2% |
| 7D | +6.3% | -2.0% | +8.3% | +8.1% |
| 30D | -18.8% | -1.7% | -17.1% | -17.9% |
| 3M | -3.8% | +23.2% | -27.0% | -21.2% |
| 6M | +121.1% | +22.2% | +99.0% | +81.6% |
| YTD | +113.3% | +14.0% | +99.3% | +84.1% |
| 1Y | +173.5% | +14.0% | +159.5% | +138.4% |
| 3Y | -63.9% | +67.0% | -130.9% | -80.3% |
| 5Y | -90.7% | +123.2% | -213.9% | -96.1% |
| All | -90.7% | +118.7% | -209.4% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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