-92.7%
FCEL vs AUR
-35.7%
-57.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.3% |
| 7D | +6.3% | +1.4% | +4.9% | +5.9% |
| 30D | -26.7% | -6.4% | -20.3% | -25.4% |
| 3M | -10.2% | +7.7% | -17.9% | -12.4% |
| 6M | +123.5% | +44.5% | +79.0% | +95.0% |
| YTD | +117.4% | +67.4% | +49.9% | +80.0% |
| 1Y | +146.0% | +15.4% | +130.5% | +133.2% |
| 3Y | -61.9% | +94.8% | -156.7% | -77.1% |
| 5Y | -90.5% | -35.1% | -55.4% | -93.4% |
| All | -92.7% | -35.7% | -57.0% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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