+701.1%
FCX vs ARMK
+136.6%
+564.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.9% | +4.7% |
| 7D | +5.7% | +1.7% | +4.0% | +4.9% |
| 30D | +10.1% | +3.1% | +6.9% | +7.9% |
| 3M | +20.2% | +9.2% | +10.9% | +14.6% |
| 6M | +29.7% | +43.7% | -14.0% | +7.6% |
| YTD | +51.9% | +57.4% | -5.4% | +20.3% |
| 1Y | +66.0% | +51.9% | +14.1% | +33.6% |
| 3Y | +102.7% | +125.4% | -22.7% | +31.6% |
| 5Y | +138.9% | +149.1% | -10.2% | +45.3% |
| 10Y | +701.1% | +135.4% | +565.6% | +413.4% |
| All | +701.1% | +136.6% | +564.4% | +413.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling