+42.4%
FCEL vs AR
+14.7%
+27.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.3% | +0.3% | -6.9% |
| 7D | -14.9% | -11.1% | -3.7% | -16.4% |
| 30D | -41.7% | +7.9% | -49.6% | -40.7% |
| 3M | -53.2% | +4.9% | -58.0% | -52.4% |
| 6M | -19.0% | -5.3% | -13.7% | -17.3% |
| YTD | +44.2% | +8.6% | +35.6% | +48.3% |
| 1Y | +42.4% | +13.7% | +28.8% | +44.5% |
| All | +42.4% | +14.7% | +27.7% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling