-99.7%
FCEL vs AR
-27.2%
-72.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -15.8% | +2.5% | -18.3% | -16.5% |
| 30D | -29.3% | +14.8% | -44.1% | -32.4% |
| 3M | -30.1% | +6.2% | -36.4% | -32.0% |
| 6M | +74.4% | +4.3% | +70.2% | +69.7% |
| YTD | +104.5% | +14.4% | +90.1% | +91.8% |
| 1Y | +281.4% | +21.3% | +260.0% | +249.0% |
| 3Y | -66.1% | +39.8% | -105.9% | -71.3% |
| 5Y | -91.9% | +142.1% | -233.9% | -94.5% |
| 10Y | -99.2% | +52.0% | -151.3% | -99.5% |
| All | -99.7% | -27.2% | -72.5% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling