-69.3%
FCEL vs AVAV
-3.9%
-65.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.8% | -4.6% |
| 7D | -2.8% | +4.2% | -7.0% | -4.0% |
| 30D | -31.6% | -2.6% | -29.1% | -30.8% |
| 3M | -52.4% | -38.0% | -14.4% | -44.9% |
| 6M | -51.4% | -27.0% | -24.4% | -46.7% |
| YTD | +32.4% | -51.4% | +83.8% | +54.9% |
| 1Y | +37.5% | -60.2% | +97.7% | +68.9% |
| 3Y | -69.3% | -6.7% | -62.6% | -69.2% |
| All | -69.3% | -3.9% | -65.4% | -69.2% |
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