-99.1%
FCEL vs AR
+45.1%
-144.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.8% | +19.6% | +19.1% |
| 7D | +4.0% | -1.8% | +5.8% | +4.6% |
| 30D | -13.1% | +12.6% | -25.7% | -16.4% |
| 3M | +14.6% | +10.0% | +4.6% | +10.0% |
| 6M | +133.7% | +0.6% | +133.0% | +130.0% |
| YTD | +143.0% | +13.4% | +129.5% | +128.5% |
| 1Y | +320.9% | +21.7% | +299.1% | +284.9% |
| 3Y | -58.9% | +45.8% | -104.7% | -65.6% |
| 5Y | -89.7% | +144.3% | -233.9% | -93.1% |
| 10Y | -99.1% | +41.8% | -140.9% | -99.2% |
| All | -99.1% | +45.1% | -144.2% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling