-91.7%
FCEL vs ARMK
+144.6%
-236.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.6% |
| 7D | -15.8% | -2.4% | -13.4% | -14.1% |
| 30D | -29.3% | 0.0% | -29.3% | -29.6% |
| 3M | -30.1% | +6.7% | -36.8% | -33.7% |
| 6M | +74.4% | +38.8% | +35.6% | +33.8% |
| YTD | +104.5% | +55.2% | +49.3% | +42.5% |
| 1Y | +281.4% | +46.6% | +234.8% | +179.0% |
| 3Y | -66.1% | +112.9% | -179.0% | -82.8% |
| All | -91.7% | +144.6% | -236.3% | -96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling