+86.1%
ARM vs FCX
+60.8%
+25.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | +5.5% | -4.9% | +10.3% | +8.3% |
| 30D | -8.2% | +4.8% | -13.0% | -11.3% |
| 3M | -35.9% | +4.6% | -40.5% | -38.1% |
| 6M | +103.1% | +10.8% | +92.3% | +86.9% |
| YTD | +130.6% | +44.2% | +86.4% | +97.6% |
| 1Y | +86.1% | +59.6% | +26.5% | +51.0% |
| All | +86.1% | +60.8% | +25.3% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 1y: compounded portfolio wealth divided by compounded FCX 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…
1y analysis · Full analysis span regression · 6 months rolling