-99.0%
FCEL vs AVAV
+423.1%
-522.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +12.6% | -4.0% | +3.3% |
| 7D | +3.0% | +3.2% | -0.1% | +2.2% |
| 30D | -40.0% | -7.4% | -32.6% | -37.7% |
| 3M | -47.0% | -32.0% | -15.0% | -37.6% |
| 6M | -21.0% | -24.6% | +3.5% | -12.9% |
| YTD | +48.0% | -47.5% | +95.5% | +79.3% |
| 1Y | +43.9% | -61.5% | +105.4% | +97.6% |
| 3Y | -67.5% | +5.5% | -73.0% | -74.5% |
| 5Y | -96.7% | +35.7% | -132.4% | -97.8% |
| 10Y | -99.0% | +379.1% | -478.1% | -99.7% |
| All | -99.0% | +423.1% | -522.1% | -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