-70.9%
FCEL vs AVAV
-5.8%
-65.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +10.5% | +1.1% | +8.1% |
| 7D | -11.2% | -10.6% | -0.6% | -7.7% |
| 30D | -45.8% | -18.8% | -27.0% | -41.9% |
| 3M | -51.0% | -34.1% | -16.9% | -44.3% |
| 6M | -22.2% | -35.3% | +13.1% | -12.3% |
| YTD | +36.3% | -53.4% | +89.6% | +61.3% |
| 1Y | +29.0% | -65.6% | +94.7% | +64.8% |
| 3Y | -70.9% | -5.1% | -65.8% | -73.4% |
| All | -70.9% | -5.8% | -65.1% | -73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling