+1,015.5%
FCX vs ARWR
+6.3%
+1,009.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.9% | +1.7% | -6.6% | -4.9% |
| 30D | +4.8% | -0.7% | +5.5% | +4.8% |
| 3M | +4.6% | +14.9% | -10.3% | +4.4% |
| 6M | +10.8% | +32.6% | -21.8% | +10.4% |
| YTD | +44.2% | +30.0% | +14.2% | +43.7% |
| 1Y | +59.6% | +208.4% | -148.8% | +57.4% |
| 3Y | +82.2% | +208.8% | -126.6% | +79.2% |
| 5Y | +115.6% | +27.8% | +87.8% | +113.2% |
| 10Y | +670.6% | +1,107.6% | -437.0% | +643.7% |
| All | +1,015.5% | +6.3% | +1,009.2% | +876.3% |
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 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