+430.7%
FCX vs ARWR
+921.6%
-490.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -15.3% | +20.2% | +7.5% |
| 7D | -1.0% | -17.3% | +16.3% | +1.9% |
| 30D | -15.2% | -21.5% | +6.3% | -12.0% |
| 3M | -10.3% | -43.8% | +33.5% | -1.8% |
| 6M | +1.6% | -32.3% | +33.8% | +7.3% |
| YTD | +23.9% | -25.8% | +49.7% | +28.2% |
| 1Y | +58.0% | +25.5% | +32.5% | +48.7% |
| 3Y | +94.6% | +84.1% | +10.4% | +60.4% |
| 5Y | +70.4% | -39.2% | +109.6% | +59.1% |
| 10Y | +430.7% | +1,072.4% | -641.7% | +257.0% |
| All | +430.7% | +921.6% | -490.9% | +257.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling