+281.4%
FCEL vs AWK
+1.8%
+279.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.8% |
| 7D | -15.8% | +1.7% | -17.6% | -14.9% |
| 30D | -29.3% | +5.6% | -34.9% | -27.2% |
| 3M | -30.1% | +15.9% | -46.0% | -26.7% |
| 6M | +74.4% | +4.6% | +69.9% | +80.0% |
| YTD | +104.5% | +10.1% | +94.5% | +115.3% |
| 1Y | +281.4% | +2.1% | +279.3% | +281.1% |
| All | +281.4% | +1.8% | +279.6% | +281.1% |
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