+20.3%
ARM vs FCX
+54.2%
-33.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.9% | +1.8% | +3.2% |
| 7D | -5.3% | -1.0% | -4.3% | -4.3% |
| 30D | -30.0% | -15.2% | -14.8% | -21.3% |
| 3M | -34.1% | -10.3% | -23.8% | -29.0% |
| 6M | -12.6% | +1.6% | -14.2% | -11.1% |
| YTD | +70.4% | +23.9% | +46.6% | +58.1% |
| All | +20.3% | +54.2% | -33.9% | +0.2% |
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