+66.0%
FCX vs ARWR
+200.0%
-134.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.8% | +5.7% |
| 7D | +5.7% | +2.9% | +2.9% | +5.0% |
| 30D | +10.1% | -2.9% | +13.0% | +10.7% |
| 3M | +20.2% | +15.2% | +4.9% | +15.8% |
| 6M | +29.7% | +42.3% | -12.6% | +19.2% |
| YTD | +51.9% | +28.2% | +23.7% | +41.6% |
| 1Y | +66.0% | +213.2% | -147.3% | +17.2% |
| All | +66.0% | +200.0% | -134.0% | +17.2% |
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