-58.9%
FCEL vs ATI
+361.7%
-420.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.6% | +20.4% | +19.6% |
| 7D | +4.0% | +3.2% | +0.8% | +2.2% |
| 30D | -13.1% | -9.0% | -4.1% | -8.9% |
| 3M | +14.6% | +15.1% | -0.5% | +8.7% |
| 6M | +133.7% | +38.1% | +95.6% | +101.8% |
| YTD | +143.0% | +80.7% | +62.3% | +87.5% |
| 1Y | +320.9% | +167.5% | +153.3% | +174.8% |
| 3Y | -58.9% | +366.0% | -424.9% | -83.7% |
| All | -58.9% | +361.7% | -420.6% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 3y: compounded portfolio wealth divided by compounded ATI 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…
3y analysis · Full analysis span regression · 6 months rolling