-29.0%
AAL vs FCX
+420.0%
-449.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.3% | -7.0% | -3.4% |
| 7D | -0.3% | +5.7% | -6.0% | -2.2% |
| 30D | -19.0% | +10.1% | -29.1% | -21.8% |
| 3M | -5.1% | +20.2% | -25.3% | -11.2% |
| 6M | +15.5% | +29.7% | -14.2% | +4.2% |
| YTD | -15.8% | +51.9% | -67.7% | -28.4% |
| 1Y | -0.3% | +66.0% | -66.3% | -18.4% |
| 3Y | -7.7% | +102.7% | -110.4% | -30.9% |
| 5Y | -32.5% | +138.9% | -171.4% | -54.0% |
| 10Y | -66.0% | +701.1% | -767.0% | -85.2% |
| All | -29.0% | +420.0% | -449.1% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling