+106.0%
FCX vs ARMK
+317.2%
-211.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.8% | +0.4% |
| 7D | -4.9% | -2.6% | -2.3% | -3.6% |
| 30D | -17.1% | -5.2% | -11.9% | -14.9% |
| 3M | -12.7% | -6.5% | -6.2% | -10.2% |
| 6M | -2.0% | +15.3% | -17.2% | -9.5% |
| YTD | +18.1% | +43.6% | -25.5% | -2.6% |
| 1Y | +55.2% | +42.1% | +13.1% | +28.5% |
| 3Y | +74.3% | +94.0% | -19.7% | +21.0% |
| 5Y | +71.9% | +96.3% | -24.4% | +16.7% |
| 10Y | +498.4% | +126.7% | +371.7% | +253.5% |
| All | +106.0% | +317.2% | -211.1% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling