-99.8%
FCEL vs AZO
+21,048.4%
-21,148.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.5% |
| 7D | +6.3% | -2.9% | +9.2% | +7.4% |
| 30D | -18.8% | -5.3% | -13.5% | -17.1% |
| 3M | -3.8% | -7.3% | +3.5% | -2.5% |
| 6M | +121.1% | -22.7% | +143.8% | +138.9% |
| YTD | +113.3% | -15.0% | +128.3% | +121.4% |
| 1Y | +173.5% | -32.2% | +205.8% | +207.7% |
| 3Y | -63.9% | +10.0% | -73.9% | -67.1% |
| 5Y | -90.7% | +85.8% | -176.5% | -93.2% |
| 10Y | -99.2% | +298.9% | -398.0% | -99.6% |
| All | -99.8% | +21,048.4% | -21,148.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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