+88.0%
ARM vs FCX
+66.4%
+21.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.3% | -1.6% | +0.9% |
| 7D | +11.4% | +5.7% | +5.6% | +8.0% |
| 30D | -7.4% | +10.1% | -17.5% | -12.8% |
| 3M | -24.5% | +20.2% | -44.7% | -31.9% |
| 6M | +128.7% | +29.7% | +99.0% | +99.7% |
| YTD | +139.3% | +51.9% | +87.3% | +99.3% |
| 1Y | +88.0% | +66.0% | +22.0% | +48.5% |
| All | +88.0% | +66.4% | +21.5% | +48.5% |
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