-97.0%
FCEL vs ARES
+82.0%
-179.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -40.5% |
| 3M | -52.4% | -9.0% | -43.4% | -49.7% |
| 6M | -51.4% | +11.5% | -63.0% | -56.4% |
| YTD | +32.4% | -13.8% | +46.3% | +40.7% |
| 1Y | +37.5% | -5.6% | +43.1% | +35.2% |
| 3Y | -69.3% | +36.1% | -105.4% | -80.6% |
| All | -97.0% | +82.0% | -179.0% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling