-90.7%
FCEL vs ARES
+90.2%
-180.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -4.0% |
| 7D | +6.3% | -7.7% | +14.0% | +12.3% |
| 30D | -18.8% | -8.7% | -10.1% | -14.1% |
| 3M | -3.8% | +2.8% | -6.7% | -8.2% |
| 6M | +121.1% | +23.1% | +98.1% | +82.3% |
| YTD | +113.3% | -17.3% | +130.5% | +135.1% |
| 1Y | +173.5% | -24.3% | +197.8% | +223.8% |
| 3Y | -63.9% | +34.9% | -98.8% | -76.6% |
| 5Y | -90.7% | +93.5% | -184.2% | -95.6% |
| All | -90.7% | +90.2% | -180.9% | -95.6% |
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