+146.0%
FCEL vs AVTR
+16.7%
+129.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | +6.3% | -1.1% | +7.4% | +6.2% |
| 30D | -26.7% | +6.3% | -33.0% | -26.3% |
| 3M | -10.2% | +53.3% | -63.5% | -11.9% |
| 6M | +123.5% | +78.6% | +44.8% | +115.6% |
| YTD | +117.4% | +29.2% | +88.1% | +120.4% |
| 1Y | +146.0% | +13.8% | +132.1% | +124.8% |
| All | +146.0% | +16.7% | +129.3% | +124.8% |
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