-100.0%
FCEL vs AWK
+969.7%
-1,069.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -15.8% | +1.7% | -17.6% | -16.9% |
| 30D | -29.3% | +5.6% | -34.9% | -32.2% |
| 3M | -30.1% | +15.9% | -46.0% | -38.0% |
| 6M | +74.4% | +4.6% | +69.9% | +64.7% |
| YTD | +104.5% | +10.1% | +94.5% | +85.2% |
| 1Y | +281.4% | +2.1% | +279.3% | +260.0% |
| 3Y | -66.1% | +9.8% | -75.9% | -70.6% |
| 5Y | -91.9% | -15.4% | -76.5% | -91.7% |
| 10Y | -99.2% | +129.4% | -228.6% | -99.6% |
| All | -100.0% | +969.7% | -1,069.6% | -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