+19.3%
ARM vs FCX
+58.1%
-38.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -6.2% |
| 7D | -18.7% | -6.0% | -12.7% | -15.2% |
| 30D | -36.7% | -13.6% | -23.1% | -30.2% |
| 3M | -31.6% | -6.8% | -24.9% | -28.8% |
| 6M | -5.6% | +13.2% | -18.8% | -7.5% |
| YTD | +75.5% | +24.4% | +51.1% | +63.3% |
| 1Y | +19.3% | +60.3% | -41.0% | +0.6% |
| All | +19.3% | +58.1% | -38.7% | +0.6% |
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