-99.0%
FCEL vs AVAV
+360.4%
-459.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +6.2% |
| 7D | +3.9% | +9.9% | -6.0% | +0.4% |
| 30D | -33.1% | -5.4% | -27.7% | -31.2% |
| 3M | -43.0% | -36.5% | -6.4% | -30.8% |
| 6M | -31.3% | -25.3% | -6.0% | -23.8% |
| YTD | +49.8% | -48.6% | +98.4% | +83.1% |
| 1Y | +48.2% | -62.1% | +110.3% | +104.9% |
| 3Y | -64.6% | +2.3% | -66.9% | -71.8% |
| 5Y | -96.7% | +35.4% | -132.1% | -97.9% |
| 10Y | -99.0% | +345.1% | -444.1% | -99.7% |
| All | -99.0% | +360.4% | -459.4% | -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