+293.4%
ARM vs FCX
+91.8%
+201.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +3.0% | +9.0% | +10.2% |
| 7D | +6.0% | -0.8% | +6.8% | +7.2% |
| 30D | -20.3% | -15.1% | -5.3% | -11.1% |
| 3M | -24.4% | -9.6% | -14.8% | -19.3% |
| 6M | -4.4% | -3.1% | -1.3% | -0.7% |
| YTD | +86.0% | +23.4% | +62.6% | +64.9% |
| 1Y | +35.8% | +52.7% | -16.9% | +6.1% |
| All | +293.4% | +91.8% | +201.6% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling