+813.3%
FCX vs ARWR
-28.4%
+841.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.6% |
| 7D | -4.9% | -2.9% | -2.0% | -4.8% |
| 30D | -17.1% | -5.4% | -11.7% | -17.1% |
| 3M | -12.7% | -32.2% | +19.6% | -12.3% |
| 6M | -2.0% | -26.5% | +24.5% | -1.7% |
| YTD | +18.1% | -12.4% | +30.5% | +18.2% |
| 1Y | +55.2% | +46.9% | +8.3% | +54.4% |
| 3Y | +74.3% | +116.0% | -41.6% | +72.1% |
| 5Y | +71.9% | -28.0% | +99.9% | +71.0% |
| 10Y | +498.4% | +923.9% | -425.6% | +479.3% |
| All | +813.3% | -28.4% | +841.7% | +702.8% |
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