-32.2%
AAL vs FCX
+116.3%
-148.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +5.9% | +1.7% |
| 7D | -0.9% | -1.9% | +0.9% | -0.5% |
| 30D | -16.0% | +3.4% | -19.4% | -17.4% |
| 3M | -4.2% | +15.0% | -19.2% | -9.9% |
| 6M | +15.7% | +14.6% | +1.0% | +7.3% |
| YTD | -16.2% | +41.2% | -57.4% | -29.0% |
| 1Y | +0.2% | +60.4% | -60.1% | -20.2% |
| 3Y | -8.1% | +88.4% | -96.5% | -34.2% |
| 5Y | -32.2% | +115.0% | -147.2% | -53.6% |
| All | -32.2% | +116.3% | -148.5% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling