+34.3%
ARM vs FCEL
+38.9%
-4.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.6% | -0.1% |
| 7D | +19.8% | +14.8% | +5.0% | +15.8% |
| 30D | -21.8% | -33.9% | +12.1% | -13.5% |
| 3M | -26.5% | -52.7% | +26.2% | -14.0% |
| 6M | -3.9% | -40.0% | +36.1% | +2.9% |
| YTD | +82.8% | +40.2% | +42.5% | +59.6% |
| 1Y | +34.3% | +32.9% | +1.4% | +16.5% |
| All | +34.3% | +38.9% | -4.6% | +16.5% |
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 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