-69.3%
FCEL vs BAM
+85.6%
-154.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | -2.8% | -2.7% | -0.1% | -0.9% |
| 30D | -31.6% | +15.5% | -47.2% | -38.8% |
| 3M | -52.4% | -6.9% | -45.6% | -50.4% |
| 6M | -51.4% | +9.9% | -61.3% | -55.7% |
| YTD | +32.4% | +1.4% | +31.0% | +26.3% |
| 1Y | +37.5% | +3.3% | +34.2% | +29.8% |
| 3Y | -69.3% | +83.6% | -152.9% | -89.6% |
| All | -69.3% | +85.6% | -154.9% | -89.6% |
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