-99.8%
FCEL vs ARWR
-98.3%
-1.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -5.0% |
| 7D | -8.3% | -17.7% | +9.4% | -8.0% |
| 30D | -43.0% | -21.9% | -21.1% | -42.8% |
| 3M | -48.2% | -44.5% | -3.6% | -47.7% |
| 6M | -25.0% | -32.6% | +7.6% | -24.5% |
| YTD | +40.6% | -26.2% | +66.8% | +41.3% |
| 1Y | +36.0% | +23.0% | +13.0% | +35.4% |
| 3Y | -66.7% | +81.8% | -148.5% | -67.1% |
| 5Y | -96.7% | -36.0% | -60.6% | -96.7% |
| 10Y | -99.0% | +1,039.5% | -1,138.6% | -99.1% |
| All | -99.8% | -98.3% | -1.5% | -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