+19.3%
ARM vs FCEL
+32.6%
-13.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.0% | +0.7% | -3.9% |
| 7D | -18.7% | -14.9% | -3.8% | -15.4% |
| 30D | -36.7% | -41.7% | +5.0% | -28.6% |
| 3M | -31.6% | -53.2% | +21.5% | -20.3% |
| 6M | -5.6% | -19.0% | +13.4% | -4.6% |
| YTD | +75.5% | +44.2% | +31.3% | +53.2% |
| 1Y | +19.3% | +42.4% | -23.1% | +2.6% |
| All | +19.3% | +32.6% | -13.2% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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