-99.9%
FCEL vs ARMK
+330.5%
-430.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.0% | -4.5% |
| 7D | -8.3% | -0.7% | -7.6% | -7.4% |
| 30D | -43.0% | -1.3% | -41.7% | -42.0% |
| 3M | -48.2% | -2.5% | -45.7% | -47.0% |
| 6M | -25.0% | +20.8% | -45.8% | -30.5% |
| YTD | +40.6% | +48.2% | -7.6% | +17.7% |
| 1Y | +36.0% | +45.7% | -9.8% | +14.9% |
| 3Y | -66.7% | +96.6% | -163.3% | -75.8% |
| 5Y | -96.7% | +106.6% | -203.2% | -97.6% |
| 10Y | -99.0% | +132.6% | -231.6% | -99.3% |
| All | -99.9% | +330.5% | -430.4% | -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