-90.6%
FCEL vs BAM
+86.2%
-176.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.9% | +10.6% | +10.9% |
| 7D | -11.2% | +9.7% | -20.9% | -17.4% |
| 30D | -45.8% | +19.0% | -64.8% | -52.7% |
| 3M | -51.0% | +0.6% | -51.5% | -52.1% |
| 6M | -22.2% | +11.1% | -33.3% | -30.1% |
| YTD | +36.3% | +4.2% | +32.1% | +27.2% |
| 1Y | +29.0% | +3.3% | +25.7% | +22.1% |
| 3Y | -70.9% | +88.8% | -159.6% | -85.1% |
| All | -90.6% | +86.2% | -176.8% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling