-99.2%
FCEL vs APTV
-15.8%
-83.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.7% | -8.6% | -7.6% |
| 7D | +6.3% | -1.8% | +8.1% | +6.8% |
| 30D | -18.8% | -7.9% | -10.9% | -15.0% |
| 3M | -3.8% | -29.9% | +26.1% | +17.7% |
| 6M | +121.1% | -36.6% | +157.7% | +183.7% |
| YTD | +113.3% | -40.0% | +153.2% | +181.3% |
| 1Y | +173.5% | -44.0% | +217.5% | +281.7% |
| 3Y | -63.9% | -54.5% | -9.4% | -44.5% |
| 5Y | -90.7% | -68.8% | -21.9% | -81.3% |
| All | -99.2% | -15.8% | -83.3% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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