-99.9%
FCEL vs ARMK
+317.2%
-417.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +4.5% | +7.1% | +9.2% |
| 7D | -11.2% | -2.6% | -8.6% | -9.6% |
| 30D | -45.8% | -5.2% | -40.6% | -43.8% |
| 3M | -51.0% | -6.5% | -44.5% | -48.9% |
| 6M | -22.2% | +15.3% | -37.5% | -26.3% |
| YTD | +36.3% | +43.6% | -7.3% | +15.8% |
| 1Y | +29.0% | +42.1% | -13.0% | +10.3% |
| 3Y | -70.9% | +94.0% | -164.9% | -78.7% |
| 5Y | -96.3% | +96.3% | -192.5% | -97.2% |
| 10Y | -99.1% | +126.7% | -225.7% | -99.3% |
| All | -99.9% | +317.2% | -417.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling