-100.0%
FCEL vs AWK
+1,044.2%
-1,144.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -6.9% | -6.4% |
| 7D | -2.8% | +0.1% | -3.0% | -3.0% |
| 30D | -31.6% | +14.3% | -45.9% | -38.1% |
| 3M | -52.4% | +10.3% | -62.7% | -56.2% |
| 6M | -51.4% | +18.9% | -70.4% | -58.2% |
| YTD | +32.4% | +17.7% | +14.7% | +13.1% |
| 1Y | +37.5% | +16.9% | +20.6% | +17.6% |
| 3Y | -69.3% | +32.2% | -101.5% | -77.1% |
| 5Y | -97.1% | -2.2% | -95.0% | -97.3% |
| 10Y | -99.1% | +156.1% | -255.3% | -99.6% |
| All | -100.0% | +1,044.2% | -1,144.2% | -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