-99.1%
FCEL vs AWK
+157.1%
-256.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -6.9% | -6.2% |
| 7D | -2.8% | +0.1% | -3.0% | -3.0% |
| 30D | -31.6% | +14.3% | -45.9% | -37.1% |
| 3M | -52.4% | +10.3% | -62.7% | -55.6% |
| 6M | -51.4% | +18.9% | -70.4% | -57.2% |
| YTD | +32.4% | +17.7% | +14.7% | +15.9% |
| 1Y | +37.5% | +16.9% | +20.6% | +20.6% |
| 3Y | -69.3% | +32.2% | -101.4% | -76.4% |
| 5Y | -97.1% | -2.2% | -95.0% | -97.3% |
| All | -99.1% | +157.1% | -256.2% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling