-99.8%
FCEL vs APD
+3,345.5%
-3,445.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.5% |
| 7D | -15.8% | -2.2% | -13.6% | -14.8% |
| 30D | -29.3% | +2.1% | -31.4% | -30.5% |
| 3M | -30.1% | +7.2% | -37.3% | -33.6% |
| 6M | +74.4% | +11.2% | +63.2% | +62.8% |
| YTD | +104.5% | +24.4% | +80.1% | +75.9% |
| 1Y | +281.4% | +6.7% | +274.7% | +257.1% |
| 3Y | -66.1% | +9.2% | -75.3% | -69.3% |
| 5Y | -91.9% | +27.4% | -119.2% | -93.2% |
| 10Y | -99.2% | +164.8% | -264.0% | -99.6% |
| All | -99.8% | +3,345.5% | -3,445.3% | -99.9% |
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