-92.4%
FCEL vs AUR
-35.0%
-57.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.5% | -6.6% |
| 7D | +15.1% | +11.1% | +4.0% | +10.6% |
| 30D | -16.4% | -6.9% | -9.6% | -14.9% |
| 3M | -5.3% | +5.5% | -10.8% | -7.0% |
| 6M | +124.5% | +41.0% | +83.5% | +97.6% |
| YTD | +126.7% | +69.3% | +57.4% | +86.8% |
| 1Y | +219.9% | +14.0% | +205.8% | +203.9% |
| 3Y | -61.6% | +90.1% | -151.7% | -76.7% |
| 5Y | -90.5% | -34.4% | -56.1% | -93.4% |
| All | -92.4% | -35.0% | -57.4% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling