-60.3%
FCEL vs AWK
+9.9%
-70.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | +15.1% | +0.6% | +14.5% | +14.9% |
| 30D | -16.4% | +4.3% | -20.7% | -17.3% |
| 3M | -5.3% | +12.5% | -17.8% | -9.1% |
| 6M | +124.5% | +3.3% | +121.2% | +121.3% |
| YTD | +126.7% | +9.8% | +116.9% | +117.8% |
| 1Y | +219.9% | +2.9% | +217.0% | +214.3% |
| All | -60.3% | +9.9% | -70.1% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling