+42.4%
FCEL vs AWK
+20.7%
+21.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.2% | -8.2% | -4.3% |
| 7D | -14.9% | +7.0% | -21.9% | -10.3% |
| 30D | -41.7% | +17.0% | -58.7% | -34.8% |
| 3M | -53.2% | +12.4% | -65.6% | -48.8% |
| 6M | -19.0% | +19.6% | -38.6% | -10.5% |
| YTD | +44.2% | +17.0% | +27.2% | +61.5% |
| 1Y | +42.4% | +20.0% | +22.4% | +58.0% |
| All | +42.4% | +20.7% | +21.8% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling