-70.7%
FCEL vs AVTR
+5.6%
-76.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.0% | -5.3% |
| 7D | -2.8% | +0.5% | -3.3% | -2.9% |
| 30D | -31.6% | -1.0% | -30.6% | -30.9% |
| 3M | -52.4% | +12.2% | -64.6% | -55.4% |
| 6M | -51.4% | +97.5% | -148.9% | -68.2% |
| YTD | +32.4% | +35.6% | -3.2% | +4.9% |
| 1Y | +37.5% | +32.8% | +4.7% | +9.2% |
| 3Y | -69.3% | -16.5% | -52.8% | -70.6% |
| 5Y | -97.1% | -59.1% | -38.0% | -95.5% |
| All | -70.7% | +5.6% | -76.2% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling