+219.8%
ARM vs FCEL
-71.5%
+291.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +6.5% | +5.5% | +10.7% |
| 7D | +6.0% | +3.9% | +2.1% | +5.4% |
| 30D | -20.3% | -33.1% | +12.8% | -13.7% |
| 3M | -24.4% | -43.0% | +18.6% | -16.8% |
| 6M | -4.4% | -31.3% | +26.9% | -1.9% |
| YTD | +86.0% | +49.8% | +36.2% | +62.7% |
| 1Y | +35.8% | +48.2% | -12.4% | +17.7% |
| 3Y | +289.1% | -64.6% | +353.6% | +314.4% |
| All | +219.8% | -71.5% | +291.3% | +252.5% |
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