+281.4%
FCEL vs AVTR
+16.8%
+264.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.4% | +1.8% |
| 7D | -15.8% | +2.7% | -18.5% | -15.6% |
| 30D | -29.3% | +12.1% | -41.3% | -28.8% |
| 3M | -30.1% | +57.2% | -87.4% | -30.9% |
| 6M | +74.4% | +73.1% | +1.4% | +71.3% |
| YTD | +104.5% | +30.6% | +73.9% | +108.5% |
| 1Y | +281.4% | +13.5% | +267.9% | +271.0% |
| All | +281.4% | +16.8% | +264.6% | +271.0% |
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