-99.9%
FCEL vs ATI
+1,117.2%
-1,217.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +0.5% |
| 7D | -15.8% | -0.1% | -15.8% | -15.8% |
| 30D | -29.3% | +2.7% | -32.0% | -30.3% |
| 3M | -30.1% | +16.3% | -46.5% | -33.8% |
| 6M | +74.4% | +30.2% | +44.3% | +54.5% |
| YTD | +104.5% | +83.6% | +21.0% | +55.4% |
| 1Y | +281.4% | +173.0% | +108.4% | +140.7% |
| 3Y | -66.1% | +356.6% | -422.7% | -84.0% |
| 5Y | -91.9% | +1,074.2% | -1,166.0% | -97.6% |
| 10Y | -99.2% | +1,136.2% | -1,235.4% | -99.8% |
| All | -99.9% | +1,117.2% | -1,217.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling