-100.0%
FCEL vs ATI
+957.9%
-1,057.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.7% | -1.8% | -3.8% |
| 7D | -2.8% | +4.2% | -7.0% | -4.4% |
| 30D | -31.6% | -2.5% | -29.1% | -30.3% |
| 3M | -52.4% | -19.4% | -33.0% | -46.9% |
| 6M | -51.4% | +11.1% | -62.5% | -52.5% |
| YTD | +32.4% | +59.5% | -27.1% | +8.2% |
| 1Y | +37.5% | +85.8% | -48.3% | +4.8% |
| 3Y | -69.3% | +311.9% | -381.2% | -84.7% |
| 5Y | -97.1% | +963.2% | -1,060.4% | -99.1% |
| 10Y | -99.1% | +977.6% | -1,076.8% | -99.8% |
| All | -100.0% | +957.9% | -1,057.9% | -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