+102.7%
FCX vs ARWR
+181.4%
-78.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.8% | +5.6% |
| 7D | +5.7% | +2.9% | +2.9% | +5.2% |
| 30D | +10.1% | -2.9% | +13.0% | +10.6% |
| 3M | +20.2% | +15.2% | +4.9% | +16.6% |
| 6M | +29.7% | +42.3% | -12.6% | +20.8% |
| YTD | +51.9% | +28.2% | +23.7% | +43.6% |
| 1Y | +66.0% | +213.2% | -147.3% | +33.2% |
| 3Y | +102.7% | +184.6% | -81.9% | +46.3% |
| All | +102.7% | +181.4% | -78.6% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling