-33.9%
AAL vs FCX
+70.1%
-104.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.2% |
| 7D | +3.4% | -0.8% | +4.2% | +3.8% |
| 30D | +11.7% | -15.1% | +26.8% | +18.6% |
| 3M | -7.8% | -9.6% | +1.8% | -5.0% |
| 6M | +10.2% | -3.1% | +13.3% | +9.3% |
| YTD | -8.0% | +23.4% | -31.5% | -19.0% |
| 1Y | +8.5% | +52.7% | -44.1% | -12.6% |
| 3Y | +19.5% | +91.4% | -71.9% | -17.3% |
| 5Y | -33.9% | +62.7% | -96.6% | -54.0% |
| All | -33.9% | +70.1% | -104.0% | -54.0% |
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 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