-99.0%
FCEL vs ARMK
+131.1%
-230.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.2% | +4.4% | +6.5% |
| 7D | +3.0% | +0.9% | +2.1% | +3.2% |
| 30D | -40.0% | -0.4% | -39.6% | -39.3% |
| 3M | -47.0% | -2.0% | -45.1% | -46.0% |
| 6M | -21.0% | +22.0% | -43.0% | -27.0% |
| YTD | +48.0% | +49.6% | -1.6% | +23.9% |
| 1Y | +43.9% | +46.4% | -2.5% | +21.8% |
| 3Y | -67.5% | +103.2% | -170.7% | -76.5% |
| 5Y | -96.7% | +108.1% | -204.8% | -97.6% |
| 10Y | -99.0% | +129.4% | -228.4% | -99.3% |
| All | -99.0% | +131.1% | -230.1% | -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