-99.1%
FCEL vs AVAV
+516.1%
-615.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +2.9% | +15.9% | +17.6% |
| 7D | +4.0% | +3.2% | +0.8% | +2.7% |
| 30D | -13.1% | -20.3% | +7.3% | -4.6% |
| 3M | +14.6% | -19.4% | +34.0% | +22.9% |
| 6M | +133.7% | -35.3% | +168.9% | +168.7% |
| YTD | +143.0% | -38.5% | +181.4% | +174.3% |
| 1Y | +320.9% | -37.2% | +358.1% | +373.0% |
| 3Y | -58.9% | +31.1% | -90.0% | -70.9% |
| 5Y | -89.7% | +41.0% | -130.7% | -93.4% |
| 10Y | -99.1% | +508.8% | -607.8% | -99.7% |
| All | -99.1% | +516.1% | -615.1% | -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