-97.0%
FCEL vs AVTR
-58.9%
-38.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.0% | -5.3% |
| 7D | -2.8% | +0.5% | -3.3% | -2.8% |
| 30D | -31.6% | -1.0% | -30.6% | -31.0% |
| 3M | -52.4% | +12.2% | -64.6% | -54.7% |
| 6M | -51.4% | +97.5% | -148.9% | -65.7% |
| YTD | +32.4% | +35.6% | -3.2% | +10.6% |
| 1Y | +37.5% | +32.8% | +4.7% | +15.2% |
| 3Y | -69.3% | -16.5% | -52.8% | -69.7% |
| All | -97.0% | -58.9% | -38.1% | -95.4% |
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 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