+151.6%
FCX vs ARMK
+350.8%
-199.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | -4.9% | -2.4% | -2.5% | -3.8% |
| 30D | +4.8% | 0.0% | +4.8% | +4.3% |
| 3M | +4.6% | +6.7% | -2.0% | +0.8% |
| 6M | +10.8% | +38.8% | -28.0% | -6.7% |
| YTD | +44.2% | +55.2% | -11.0% | +14.5% |
| 1Y | +59.6% | +46.6% | +13.0% | +30.1% |
| 3Y | +82.2% | +112.9% | -30.6% | +20.7% |
| 5Y | +115.6% | +144.0% | -28.3% | +31.1% |
| 10Y | +670.6% | +132.4% | +538.1% | +352.2% |
| All | +151.6% | +350.8% | -199.2% | +24.2% |
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