-99.1%
FCEL vs ARMK
+134.7%
-233.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.1% |
| 7D | +15.1% | +0.3% | +14.7% | +15.0% |
| 30D | -16.4% | +2.4% | -18.8% | -17.5% |
| 3M | -5.3% | +6.1% | -11.3% | -7.8% |
| 6M | +124.5% | +41.8% | +82.8% | +90.8% |
| YTD | +126.7% | +55.5% | +71.1% | +84.1% |
| 1Y | +219.9% | +49.6% | +170.3% | +165.3% |
| 3Y | -61.6% | +122.8% | -184.4% | -73.7% |
| 5Y | -90.5% | +151.0% | -241.5% | -93.6% |
| 10Y | -99.1% | +137.9% | -237.1% | -99.3% |
| All | -99.1% | +134.7% | -233.9% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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