+174.6%
ARM vs FCX
+50.9%
+123.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +3.1% |
| 7D | -15.2% | -4.9% | -10.3% | -12.3% |
| 30D | -40.7% | -17.1% | -23.5% | -32.9% |
| 3M | -39.1% | -12.7% | -26.4% | -33.7% |
| 6M | -26.4% | -2.0% | -24.4% | -23.9% |
| YTD | +59.7% | +18.1% | +41.7% | +44.7% |
| 1Y | +10.3% | +55.2% | -44.8% | -15.4% |
| 3Y | +228.9% | +74.3% | +154.5% | +105.3% |
| All | +174.6% | +50.9% | +123.7% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling