-85.9%
FCEL vs BAM
+78.0%
-163.8%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.5% |
| 7D | -15.8% | -2.0% | -13.8% | -14.6% |
| 30D | -29.3% | -2.9% | -26.4% | -28.5% |
| 3M | -30.1% | +9.4% | -39.5% | -35.9% |
| 6M | +74.4% | +10.8% | +63.7% | +57.7% |
| YTD | +104.5% | -0.4% | +105.0% | +99.1% |
| 1Y | +281.4% | -10.9% | +292.2% | +311.1% |
| 3Y | -66.1% | +61.3% | -127.4% | -80.4% |
| All | -85.9% | +78.0% | -163.8% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling