+42.4%
FCEL vs AVTR
+37.4%
+5.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.4% | -6.4% | -5.9% |
| 7D | -14.9% | -6.2% | -8.6% | -15.6% |
| 30D | -41.7% | -1.0% | -40.7% | -41.6% |
| 3M | -53.2% | +14.4% | -67.6% | -51.9% |
| 6M | -19.0% | +95.9% | -114.9% | -16.1% |
| YTD | +44.2% | +36.6% | +7.6% | +54.8% |
| 1Y | +42.4% | +35.1% | +7.3% | +54.9% |
| All | +42.4% | +37.4% | +5.0% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 1y: compounded portfolio wealth divided by compounded AVTR 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…
1y analysis · Full analysis span regression · 6 months rolling