-99.9%
FCEL vs AVAV
+478.6%
-578.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.6% |
| 7D | -15.8% | -2.2% | -13.6% | -15.1% |
| 30D | -29.3% | -13.9% | -15.4% | -24.9% |
| 3M | -30.1% | -29.2% | -0.9% | -20.2% |
| 6M | +74.4% | -36.1% | +110.6% | +102.3% |
| YTD | +104.5% | -40.2% | +144.7% | +134.7% |
| 1Y | +281.4% | -36.2% | +317.6% | +326.3% |
| 3Y | -66.1% | +47.5% | -113.6% | -77.7% |
| 5Y | -91.9% | +39.3% | -131.1% | -94.7% |
| 10Y | -99.2% | +482.6% | -581.8% | -99.8% |
| All | -99.9% | +478.6% | -578.5% | -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