+114.3%
FCX vs ARMK
+144.6%
-30.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | -4.9% | -2.4% | -2.5% | -3.7% |
| 30D | +4.8% | 0.0% | +4.8% | +4.3% |
| 3M | +4.6% | +6.7% | -2.0% | +0.6% |
| 6M | +10.8% | +38.8% | -28.0% | -7.7% |
| YTD | +44.2% | +55.2% | -11.0% | +12.8% |
| 1Y | +59.6% | +46.6% | +13.0% | +28.4% |
| 3Y | +82.2% | +112.9% | -30.6% | +16.5% |
| All | +114.3% | +144.6% | -30.3% | +22.7% |
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