-99.1%
FCEL vs ARES
+1,112.4%
-1,211.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -6.2% |
| 7D | -2.8% | +0.5% | -3.3% | -3.0% |
| 30D | -31.6% | +19.7% | -51.3% | -40.3% |
| 3M | -52.4% | -9.0% | -43.4% | -49.9% |
| 6M | -51.4% | +11.5% | -63.0% | -56.2% |
| YTD | +32.4% | -13.8% | +46.3% | +39.2% |
| 1Y | +37.5% | -5.6% | +43.1% | +34.9% |
| 3Y | -69.3% | +36.1% | -105.4% | -78.5% |
| 5Y | -97.1% | +82.7% | -179.8% | -98.4% |
| All | -99.1% | +1,112.4% | -1,211.6% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling