+174.6%
ARM vs FCEL
-74.1%
+248.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +11.5% | -6.8% | +2.4% |
| 7D | -15.2% | -11.2% | -4.0% | -13.1% |
| 30D | -40.7% | -45.8% | +5.1% | -33.2% |
| 3M | -39.1% | -51.0% | +11.9% | -31.0% |
| 6M | -26.4% | -22.2% | -4.2% | -26.0% |
| YTD | +59.7% | +36.3% | +23.5% | +42.2% |
| 1Y | +10.3% | +29.0% | -18.7% | -2.0% |
| 3Y | +228.9% | -70.9% | +299.7% | +265.4% |
| All | +174.6% | -74.1% | +248.7% | +208.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling