-89.7%
FCEL vs ATI
+1,101.9%
-1,191.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.6% | +20.4% | +19.6% |
| 7D | +4.0% | +3.2% | +0.8% | +2.1% |
| 30D | -13.1% | -9.0% | -4.1% | -8.6% |
| 3M | +14.6% | +15.1% | -0.5% | +8.1% |
| 6M | +133.7% | +38.1% | +95.6% | +97.9% |
| YTD | +143.0% | +80.7% | +62.3% | +80.7% |
| 1Y | +320.9% | +167.5% | +153.3% | +156.8% |
| 3Y | -58.9% | +366.0% | -424.9% | -82.9% |
| 5Y | -89.7% | +1,088.8% | -1,178.4% | -97.2% |
| All | -89.7% | +1,101.9% | -1,191.5% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling