+207.6%
FCX vs ARKK
+367.1%
-159.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.4% |
| 7D | +5.7% | +3.6% | +2.1% | +3.4% |
| 30D | +10.1% | +8.4% | +1.7% | +4.8% |
| 3M | +20.2% | +13.4% | +6.7% | +11.4% |
| 6M | +29.7% | +18.9% | +10.8% | +17.2% |
| YTD | +51.9% | +11.9% | +40.0% | +42.0% |
| 1Y | +66.0% | +13.1% | +52.9% | +53.3% |
| 3Y | +102.7% | +97.1% | +5.7% | +28.0% |
| 5Y | +138.9% | -27.8% | +166.6% | +166.8% |
| 10Y | +701.1% | +338.5% | +362.6% | +24.4% |
| All | +207.6% | +367.1% | -159.6% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 all: compounded portfolio wealth divided by compounded ARKK 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…
all analysis · Full analysis span regression · 6 months rolling