-99.8%
FCEL vs AR
-33.4%
-66.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.8% | +12.4% | +11.8% |
| 7D | -11.2% | -14.3% | +3.0% | -6.8% |
| 30D | -45.8% | +1.4% | -47.2% | -46.2% |
| 3M | -51.0% | +3.4% | -54.4% | -51.9% |
| 6M | -22.2% | -2.1% | -20.2% | -23.2% |
| YTD | +36.3% | +4.7% | +31.6% | +30.5% |
| 1Y | +29.0% | +10.6% | +18.4% | +20.6% |
| 3Y | -70.9% | +24.6% | -95.5% | -74.6% |
| 5Y | -96.3% | +71.9% | -168.2% | -97.2% |
| 10Y | -99.1% | +46.4% | -145.4% | -99.3% |
| All | -99.8% | -33.4% | -66.4% | -99.8% |
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