-100.0%
FCEL vs ATI
+983.6%
-1,083.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +5.3% |
| 7D | +3.9% | +4.7% | -0.8% | +2.4% |
| 30D | -33.1% | -0.2% | -32.9% | -32.5% |
| 3M | -43.0% | -18.5% | -24.5% | -36.7% |
| 6M | -31.3% | +16.4% | -47.7% | -34.1% |
| YTD | +49.8% | +63.4% | -13.6% | +21.0% |
| 1Y | +48.2% | +91.5% | -43.4% | +11.4% |
| 3Y | -64.6% | +329.2% | -393.8% | -82.6% |
| 5Y | -96.7% | +966.7% | -1,063.4% | -99.0% |
| 10Y | -99.0% | +1,003.8% | -1,102.8% | -99.7% |
| All | -100.0% | +983.6% | -1,083.5% | -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