-64.8%
AAL vs FCX
+688.3%
-753.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.9% | -2.3% | +1.4% | -0.2% |
| 30D | -12.9% | +2.7% | -15.5% | -14.3% |
| 3M | -11.2% | +7.4% | -18.6% | -15.0% |
| 6M | +17.8% | +16.0% | +1.8% | +7.6% |
| YTD | -15.1% | +40.9% | -56.1% | -29.7% |
| 1Y | +0.5% | +56.4% | -56.0% | -21.6% |
| 3Y | -7.7% | +84.2% | -91.9% | -35.8% |
| 5Y | -31.3% | +114.6% | -146.0% | -58.4% |
| All | -64.8% | +688.3% | -753.1% | -89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 10y: compounded portfolio wealth divided by compounded FCX 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…
10y analysis · Full analysis span regression · 6 months rolling