-99.8%
FCEL vs ARES
+1,196.0%
-1,295.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.5% |
| 7D | -15.8% | -1.7% | -14.2% | -14.9% |
| 30D | -29.3% | +0.3% | -29.6% | -29.9% |
| 3M | -30.1% | +8.5% | -38.6% | -34.5% |
| 6M | +74.4% | +23.5% | +51.0% | +48.6% |
| YTD | +104.5% | -11.2% | +115.7% | +112.1% |
| 1Y | +281.4% | -19.3% | +300.7% | +321.2% |
| 3Y | -66.1% | +48.7% | -114.8% | -75.7% |
| 5Y | -91.9% | +106.5% | -198.4% | -95.2% |
| 10Y | -99.2% | +1,055.3% | -1,154.5% | -99.8% |
| All | -99.8% | +1,196.0% | -1,295.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling