-51.8%
FCEL vs AVTR
+0.6%
-52.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +6.3% | -1.1% | +7.4% | +7.1% |
| 30D | -26.7% | +6.3% | -33.0% | -29.4% |
| 3M | -10.2% | +53.3% | -63.5% | -31.9% |
| 6M | +123.5% | +78.6% | +44.8% | +51.0% |
| YTD | +117.4% | +29.2% | +88.1% | +76.2% |
| 1Y | +146.0% | +13.8% | +132.1% | +104.0% |
| 3Y | -61.9% | -27.4% | -34.5% | -60.1% |
| 5Y | -90.5% | -65.0% | -25.5% | -83.8% |
| All | -51.8% | +0.6% | -52.5% | -71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling