+858.0%
FCX vs ARWR
-39.4%
+897.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -15.3% | +20.2% | +5.1% |
| 7D | -1.0% | -17.3% | +16.3% | -0.8% |
| 30D | -15.2% | -21.5% | +6.3% | -15.0% |
| 3M | -10.3% | -43.8% | +33.5% | -9.7% |
| 6M | +1.6% | -32.3% | +33.8% | +2.0% |
| YTD | +23.9% | -25.8% | +49.7% | +24.2% |
| 1Y | +58.0% | +25.5% | +32.5% | +57.5% |
| 3Y | +94.6% | +84.1% | +10.4% | +92.4% |
| 5Y | +70.4% | -39.2% | +109.6% | +69.8% |
| 10Y | +430.7% | +1,072.4% | -641.7% | +414.0% |
| All | +858.0% | -39.4% | +897.4% | +743.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling