+35.8%
ARM vs FCEL
+47.0%
-11.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +6.5% | +5.5% | +10.4% |
| 7D | +6.0% | +3.9% | +2.1% | +5.2% |
| 30D | -20.3% | -33.1% | +12.8% | -12.4% |
| 3M | -24.4% | -43.0% | +18.6% | -15.3% |
| 6M | -4.4% | -31.3% | +26.9% | -0.4% |
| YTD | +86.0% | +49.8% | +36.2% | +60.1% |
| 1Y | +35.8% | +48.2% | -12.4% | +15.0% |
| All | +35.8% | +47.0% | -11.2% | +15.0% |
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