-67.5%
FCEL vs AR
+48.5%
-115.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.7% | -6.7% |
| 7D | +14.8% | +6.4% | +8.4% | +13.0% |
| 30D | -33.9% | +3.1% | -37.0% | -34.4% |
| 3M | -52.7% | +3.3% | -56.0% | -53.3% |
| 6M | -40.0% | +6.6% | -46.6% | -41.9% |
| YTD | +40.2% | +12.3% | +27.9% | +32.0% |
| 1Y | +32.9% | +12.3% | +20.6% | +24.5% |
| All | -67.5% | +48.5% | -115.9% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling