-65.9%
FCEL vs AVAV
+24.2%
-90.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.4% |
| 7D | -15.8% | -2.2% | -13.6% | -15.3% |
| 30D | -29.3% | -13.9% | -15.4% | -26.3% |
| 3M | -30.1% | -29.2% | -0.9% | -24.4% |
| 6M | +74.4% | -36.1% | +110.6% | +92.2% |
| YTD | +104.5% | -40.2% | +144.7% | +123.0% |
| 1Y | +281.4% | -36.2% | +317.6% | +323.4% |
| All | -65.9% | +24.2% | -90.0% | -66.7% |
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 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