-97.0%
FCEL vs APTV
-77.1%
-19.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.9% | -5.4% |
| 7D | +14.8% | -5.0% | +19.8% | +18.6% |
| 30D | -33.9% | -12.3% | -21.6% | -28.0% |
| 3M | -52.7% | -19.9% | -32.8% | -45.5% |
| 6M | -40.0% | -29.4% | -10.7% | -27.2% |
| YTD | +40.2% | -49.0% | +89.2% | +110.2% |
| 1Y | +32.9% | -53.1% | +86.0% | +113.0% |
| 3Y | -66.8% | -48.9% | -17.9% | -52.1% |
| 5Y | -97.0% | -77.2% | -19.7% | -91.5% |
| All | -97.0% | -77.1% | -19.8% | -91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling