-96.9%
FCEL vs ARMK
+96.3%
-193.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +4.5% | +7.1% | +7.5% |
| 7D | -11.2% | -2.6% | -8.6% | -8.4% |
| 30D | -45.8% | -5.2% | -40.6% | -42.5% |
| 3M | -51.0% | -6.5% | -44.5% | -47.5% |
| 6M | -22.2% | +15.3% | -37.5% | -29.4% |
| YTD | +36.3% | +43.6% | -7.3% | +1.9% |
| 1Y | +29.0% | +42.1% | -13.0% | -2.5% |
| 3Y | -70.9% | +94.0% | -164.9% | -84.2% |
| All | -96.9% | +96.3% | -193.2% | -98.5% |
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