+35.8%
ARM vs FCEL
+28.7%
+7.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.6% | +0.9% | -3.2% |
| 7D | +9.1% | -2.8% | +11.9% | +10.1% |
| 30D | -19.9% | -31.6% | +11.7% | -12.1% |
| 3M | -31.6% | -52.4% | +20.8% | -19.9% |
| 6M | -13.9% | -51.4% | +37.5% | -3.8% |
| YTD | +74.3% | +32.4% | +41.9% | +56.4% |
| 1Y | +35.8% | +37.5% | -1.7% | +21.1% |
| All | +35.8% | +28.7% | +7.1% | +21.1% |
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