-83.2%
FCEL vs BAM
+71.9%
-155.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -3.4% | +22.2% | +21.2% |
| 7D | +4.0% | -1.6% | +5.6% | +4.7% |
| 30D | -13.1% | -6.0% | -7.1% | -10.4% |
| 3M | +14.6% | +7.3% | +7.2% | +5.7% |
| 6M | +133.7% | +8.2% | +125.5% | +113.6% |
| YTD | +143.0% | -3.8% | +146.8% | +141.4% |
| 1Y | +320.9% | -10.7% | +331.6% | +351.1% |
| 3Y | -58.9% | +55.3% | -114.2% | -75.7% |
| All | -83.2% | +71.9% | -155.1% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BAM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling