+199.6%
ARM vs FCEL
-74.8%
+274.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.6% | +0.9% | -3.5% |
| 7D | +9.1% | -2.8% | +11.9% | +9.9% |
| 30D | -19.9% | -31.6% | +11.7% | -13.5% |
| 3M | -31.6% | -52.4% | +20.8% | -21.9% |
| 6M | -13.9% | -51.4% | +37.5% | -5.9% |
| YTD | +74.3% | +32.4% | +41.9% | +56.3% |
| 1Y | +35.8% | +37.5% | -1.7% | +19.7% |
| 3Y | +268.6% | -69.3% | +337.9% | +304.5% |
| All | +199.6% | -74.8% | +274.4% | +238.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling