-65.2%
FCEL vs AWK
+30.8%
-96.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.5% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | -33.1% | +15.5% | -48.6% | -33.0% |
| 3M | -43.0% | +10.0% | -53.0% | -42.8% |
| 6M | -31.3% | +20.4% | -51.7% | -32.4% |
| YTD | +49.8% | +17.1% | +32.7% | +47.7% |
| 1Y | +48.2% | +18.3% | +29.9% | +45.3% |
| All | -65.2% | +30.8% | -96.0% | -74.0% |
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 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