-89.7%
FCEL vs BAM
+84.8%
-174.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.7% | +8.3% | +7.7% |
| 7D | +3.9% | -2.9% | +6.8% | +6.5% |
| 30D | -33.1% | +14.7% | -47.8% | -40.0% |
| 3M | -43.0% | -4.1% | -38.8% | -42.0% |
| 6M | -31.3% | +9.6% | -40.9% | -37.5% |
| YTD | +49.8% | +3.4% | +46.4% | +40.6% |
| 1Y | +48.2% | +1.0% | +47.1% | +42.7% |
| 3Y | -64.6% | +88.2% | -152.8% | -81.8% |
| All | -89.7% | +84.8% | -174.5% | -94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling