-90.5%
FCEL vs AVTR
-64.4%
-26.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -5.7% |
| 7D | +15.1% | +1.6% | +13.5% | +14.5% |
| 30D | -16.4% | +8.4% | -24.8% | -19.5% |
| 3M | -5.3% | +50.2% | -55.4% | -23.5% |
| 6M | +124.5% | +82.6% | +41.9% | +61.2% |
| YTD | +126.7% | +29.8% | +96.8% | +92.6% |
| 1Y | +219.9% | +16.0% | +203.9% | +173.7% |
| 3Y | -61.6% | -26.4% | -35.2% | -59.1% |
| 5Y | -90.5% | -64.5% | -26.0% | -85.3% |
| All | -90.5% | -64.4% | -26.1% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling