-99.1%
FCEL vs APD
+161.1%
-260.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.2% | +20.0% | +19.7% |
| 7D | +4.0% | -2.5% | +6.5% | +5.5% |
| 30D | -13.1% | -1.9% | -11.2% | -12.4% |
| 3M | +14.6% | +8.2% | +6.3% | +6.5% |
| 6M | +133.7% | +10.7% | +122.9% | +115.2% |
| YTD | +143.0% | +22.9% | +120.0% | +103.6% |
| 1Y | +320.9% | +5.8% | +315.1% | +291.1% |
| 3Y | -58.9% | +7.8% | -66.7% | -63.4% |
| 5Y | -89.7% | +26.1% | -115.8% | -91.9% |
| 10Y | -99.1% | +163.7% | -262.8% | -99.6% |
| All | -99.1% | +161.1% | -260.2% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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