+55.4%
FCX vs ARMK
+106.7%
-51.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -0.3% | +2.7% | -3.0% | -1.7% |
| 30D | -14.7% | -1.5% | -13.2% | -14.0% |
| 3M | -11.2% | -11.6% | +0.4% | -5.3% |
| 6M | -11.4% | +6.7% | -18.1% | -15.2% |
| YTD | +17.7% | +47.4% | -29.7% | -6.3% |
| 1Y | +47.5% | +41.5% | +6.0% | +20.0% |
| 3Y | +83.9% | +95.5% | -11.7% | +20.7% |
| All | +55.4% | +106.7% | -51.3% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling