-99.1%
FCEL vs AWK
+132.0%
-231.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.7% |
| 7D | +6.3% | -2.1% | +8.4% | +7.5% |
| 30D | -26.7% | +2.1% | -28.7% | -27.9% |
| 3M | -10.2% | +11.4% | -21.5% | -17.1% |
| 6M | +123.5% | +3.9% | +119.6% | +113.5% |
| YTD | +117.4% | +7.7% | +109.7% | +102.0% |
| 1Y | +146.0% | +1.3% | +144.7% | +135.5% |
| 3Y | -61.9% | +7.2% | -69.1% | -66.1% |
| 5Y | -90.5% | -17.0% | -73.5% | -90.3% |
| All | -99.1% | +132.0% | -231.1% | -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