-100.0%
FCEL vs AVAV
+351.0%
-451.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +10.5% | +1.1% | +7.0% |
| 7D | -11.2% | -10.6% | -0.6% | -6.3% |
| 30D | -45.8% | -18.8% | -27.0% | -40.3% |
| 3M | -51.0% | -34.1% | -16.9% | -41.2% |
| 6M | -22.2% | -35.3% | +13.1% | -8.0% |
| YTD | +36.3% | -53.4% | +89.6% | +75.4% |
| 1Y | +29.0% | -65.6% | +94.7% | +88.5% |
| 3Y | -70.9% | -5.1% | -65.8% | -76.0% |
| 5Y | -96.3% | +18.5% | -114.8% | -97.4% |
| 10Y | -99.1% | +369.8% | -468.9% | -99.7% |
| All | -100.0% | +351.0% | -451.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling