-99.9%
FCEL vs ARWR
-98.0%
-1.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +1.2% | +10.3% | +11.5% |
| 7D | -11.2% | -2.9% | -8.3% | -11.2% |
| 30D | -45.8% | -5.4% | -40.4% | -45.7% |
| 3M | -51.0% | -32.2% | -18.7% | -50.7% |
| 6M | -22.2% | -26.5% | +4.3% | -21.8% |
| YTD | +36.3% | -12.4% | +48.6% | +36.6% |
| 1Y | +29.0% | +46.9% | -17.9% | +28.2% |
| 3Y | -70.9% | +116.0% | -186.8% | -71.3% |
| 5Y | -96.3% | -28.0% | -68.3% | -96.3% |
| 10Y | -99.1% | +923.9% | -1,023.0% | -99.1% |
| All | -99.9% | -98.0% | -1.8% | -99.9% |
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