+165.1%
FCEL vs AMRZ
-20.3%
+185.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.2% |
| 7D | +6.3% | -8.1% | +14.4% | +11.0% |
| 30D | -18.8% | -14.8% | -4.0% | -11.4% |
| 3M | -3.8% | -19.7% | +15.9% | +7.2% |
| 6M | +121.1% | -30.8% | +151.9% | +172.6% |
| YTD | +113.3% | -24.3% | +137.6% | +144.6% |
| 1Y | +173.5% | -24.0% | +197.5% | +201.5% |
| All | +165.1% | -20.3% | +185.4% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling