-100.0%
FCEL vs AMP
+2,108.3%
-2,208.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.7% | +19.5% | +19.2% |
| 7D | +4.0% | +2.6% | +1.4% | +1.9% |
| 30D | -13.1% | +0.8% | -13.9% | -13.8% |
| 3M | +14.6% | +24.3% | -9.7% | -1.8% |
| 6M | +133.7% | +20.6% | +113.1% | +103.6% |
| YTD | +143.0% | +14.6% | +128.3% | +117.5% |
| 1Y | +320.9% | +14.5% | +306.3% | +280.4% |
| 3Y | -58.9% | +67.9% | -126.8% | -71.6% |
| 5Y | -89.7% | +122.5% | -212.2% | -93.9% |
| 10Y | -99.1% | +573.3% | -672.4% | -99.7% |
| All | -100.0% | +2,108.3% | -2,208.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling