-99.8%
FCEL vs ARWR
-97.0%
-2.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -15.8% | +1.7% | -17.5% | -15.9% |
| 30D | -29.3% | -0.7% | -28.6% | -29.3% |
| 3M | -30.1% | +14.9% | -45.0% | -30.3% |
| 6M | +74.4% | +32.6% | +41.8% | +73.7% |
| YTD | +104.5% | +30.0% | +74.5% | +103.7% |
| 1Y | +281.4% | +208.4% | +73.0% | +274.7% |
| 3Y | -66.1% | +208.8% | -274.9% | -66.8% |
| 5Y | -91.9% | +27.8% | -119.7% | -91.9% |
| 10Y | -99.2% | +1,107.6% | -1,206.8% | -99.2% |
| All | -99.8% | -97.0% | -2.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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