-69.3%
FCEL vs APD
+29.7%
-99.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | -2.8% | +3.8% | -6.6% | -4.5% |
| 30D | -31.6% | +8.2% | -39.8% | -34.3% |
| 3M | -52.4% | +4.3% | -56.7% | -53.6% |
| 6M | -51.4% | +4.7% | -56.1% | -53.1% |
| YTD | +32.4% | +31.5% | +0.9% | +13.6% |
| 1Y | +37.5% | +23.5% | +14.0% | +21.5% |
| 3Y | -69.3% | +29.1% | -98.4% | -70.5% |
| All | -69.3% | +29.7% | -99.0% | -70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling