-99.8%
FCEL vs APD
+3,457.7%
-3,557.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.6% | +7.4% |
| 7D | +3.0% | -1.6% | +4.6% | +4.2% |
| 30D | -40.0% | +10.6% | -50.6% | -43.9% |
| 3M | -47.0% | +2.5% | -49.6% | -48.3% |
| 6M | -21.0% | +6.0% | -27.0% | -24.5% |
| YTD | +48.0% | +28.4% | +19.6% | +24.3% |
| 1Y | +43.9% | +22.2% | +21.7% | +23.8% |
| 3Y | -67.5% | +26.6% | -94.1% | -73.3% |
| 5Y | -96.7% | +11.8% | -108.4% | -97.0% |
| 10Y | -99.0% | +187.8% | -286.8% | -99.5% |
| All | -99.8% | +3,457.7% | -3,557.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling