-100.0%
FCEL vs AWK
+1,028.7%
-1,128.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -5.9% |
| 7D | +14.8% | -2.6% | +17.4% | +16.4% |
| 30D | -33.9% | +14.2% | -48.0% | -40.2% |
| 3M | -52.7% | +10.0% | -62.7% | -56.5% |
| 6M | -40.0% | +17.1% | -57.1% | -47.9% |
| YTD | +40.2% | +16.1% | +24.1% | +20.8% |
| 1Y | +32.9% | +17.5% | +15.4% | +13.1% |
| 3Y | -66.8% | +29.3% | -96.2% | -74.9% |
| 5Y | -97.0% | -3.5% | -93.5% | -97.2% |
| 10Y | -99.1% | +152.7% | -251.8% | -99.6% |
| All | -100.0% | +1,028.7% | -1,128.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling