+247.2%
ARM vs FCEL
-68.0%
+315.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.0% | +2.4% | -1.6% |
| 7D | -10.4% | -8.3% | -2.1% | -8.7% |
| 30D | -31.8% | -43.0% | +11.1% | -24.1% |
| 3M | -32.2% | -48.2% | +15.9% | -24.2% |
| 6M | -14.9% | -25.0% | +10.1% | -13.8% |
| YTD | +66.0% | +40.6% | +25.4% | +47.6% |
| 1Y | +17.2% | +36.0% | -18.8% | +3.7% |
| 3Y | +247.2% | -66.7% | +313.9% | +294.7% |
| All | +247.2% | -68.0% | +315.2% | +294.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling