-99.0%
FCEL vs AVAV
+358.8%
-457.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.7% | -2.3% | -3.8% |
| 7D | -8.3% | 0.0% | -8.3% | -7.8% |
| 30D | -43.0% | -9.9% | -33.1% | -40.1% |
| 3M | -48.2% | -34.7% | -13.5% | -37.9% |
| 6M | -25.0% | -26.6% | +1.7% | -16.2% |
| YTD | +40.6% | -48.9% | +89.6% | +72.5% |
| 1Y | +36.0% | -63.0% | +99.0% | +90.1% |
| 3Y | -66.7% | +1.6% | -68.3% | -73.5% |
| 5Y | -96.7% | +34.5% | -131.1% | -97.8% |
| 10Y | -99.0% | +359.3% | -458.3% | -99.7% |
| All | -99.0% | +358.8% | -457.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling