+228.9%
ARM vs FCEL
-74.5%
+303.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.5% | -6.7% | +2.5% |
| 7D | -15.2% | -11.3% | -3.9% | -13.1% |
| 30D | -40.7% | -45.8% | +5.1% | -33.3% |
| 3M | -39.1% | -51.0% | +11.9% | -31.1% |
| 6M | -26.4% | -22.3% | -4.1% | -25.8% |
| YTD | +59.7% | +36.2% | +23.6% | +42.9% |
| 1Y | +10.3% | +29.0% | -18.6% | -1.5% |
| 3Y | +228.9% | -70.9% | +299.7% | +285.0% |
| All | +228.9% | -74.5% | +303.3% | +285.0% |
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 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