+60.3%
FCX vs ARWR
+59.7%
+0.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.2% | +0.6% |
| 7D | -6.0% | +2.4% | -8.4% | -6.5% |
| 30D | -13.6% | -1.1% | -12.5% | -13.4% |
| 3M | -6.8% | -31.2% | +24.4% | +0.4% |
| 6M | +13.2% | -19.3% | +32.5% | +16.9% |
| YTD | +24.4% | -7.1% | +31.5% | +24.0% |
| 1Y | +60.3% | +62.9% | -2.6% | +48.4% |
| All | +60.3% | +59.7% | +0.6% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling