-70.9%
FCEL vs BAM
+85.9%
-156.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.9% | +10.6% | +10.9% |
| 7D | -11.2% | +9.7% | -20.9% | -17.1% |
| 30D | -45.8% | +19.0% | -64.8% | -52.4% |
| 3M | -51.0% | +0.6% | -51.5% | -52.0% |
| 6M | -22.2% | +11.1% | -33.3% | -29.9% |
| YTD | +36.3% | +4.2% | +32.1% | +27.5% |
| 1Y | +29.0% | +3.3% | +25.7% | +22.4% |
| 3Y | -70.9% | +88.8% | -159.6% | -90.3% |
| All | -70.9% | +85.9% | -156.8% | -90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling