-99.6%
FCEL vs APTV
+194.6%
-294.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.1% | 0.0% |
| 7D | -15.8% | +4.8% | -20.6% | -18.3% |
| 30D | -29.3% | +2.0% | -31.3% | -30.4% |
| 3M | -30.1% | -34.2% | +4.1% | -10.4% |
| 6M | +74.4% | -34.7% | +109.1% | +119.2% |
| YTD | +104.5% | -37.0% | +141.5% | +160.7% |
| 1Y | +281.4% | -40.4% | +321.8% | +408.2% |
| 3Y | -66.1% | -54.1% | -12.0% | -48.7% |
| 5Y | -91.9% | -68.0% | -23.8% | -84.3% |
| 10Y | -99.2% | -15.5% | -83.7% | -99.1% |
| All | -99.6% | +194.6% | -294.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling