-96.9%
FCEL vs APD
+11.0%
-107.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.5% | +13.0% | +12.5% |
| 7D | -11.2% | -3.7% | -7.6% | -8.9% |
| 30D | -45.8% | +9.6% | -55.4% | -49.4% |
| 3M | -51.0% | +1.6% | -52.6% | -52.1% |
| 6M | -22.2% | +2.2% | -24.4% | -24.4% |
| YTD | +36.3% | +25.9% | +10.4% | +13.0% |
| 1Y | +29.0% | +20.1% | +8.9% | +9.7% |
| 3Y | -70.9% | +12.4% | -83.3% | -74.5% |
| All | -96.9% | +11.0% | -107.9% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling