-46.2%
FCEL vs AVTR
+3.6%
-49.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +1.9% | +16.9% | +17.8% |
| 7D | +4.0% | +7.4% | -3.4% | -0.1% |
| 30D | -13.1% | +12.2% | -25.3% | -18.7% |
| 3M | +14.6% | +57.4% | -42.8% | -14.2% |
| 6M | +133.7% | +86.7% | +47.0% | +53.9% |
| YTD | +143.0% | +33.1% | +109.9% | +93.8% |
| 1Y | +320.9% | +16.1% | +304.7% | +244.7% |
| 3Y | -58.9% | -24.6% | -34.3% | -57.9% |
| 5Y | -89.7% | -63.5% | -26.2% | -82.8% |
| All | -46.2% | +3.6% | -49.8% | -68.5% |
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