-99.1%
FCEL vs APTV
-27.4%
-71.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | -2.8% | -1.7% | -1.1% | -1.6% |
| 30D | -31.6% | -11.6% | -20.0% | -26.3% |
| 3M | -52.4% | -21.2% | -31.2% | -44.9% |
| 6M | -51.4% | -28.5% | -22.9% | -41.8% |
| YTD | +32.4% | -49.1% | +81.5% | +93.7% |
| 1Y | +37.5% | -52.2% | +89.7% | +109.8% |
| 3Y | -69.3% | -48.6% | -20.6% | -56.7% |
| 5Y | -97.1% | -77.3% | -19.9% | -93.0% |
| All | -99.1% | -27.4% | -71.8% | -98.9% |
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