-27.6%
AAL vs FCX
+302.9%
-330.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | -0.1% | -0.3% | +0.2% | +0.1% |
| 30D | +11.7% | -14.7% | +26.4% | +17.5% |
| 3M | -12.5% | -11.2% | -1.4% | -9.6% |
| 6M | +3.6% | -11.4% | +15.0% | +6.3% |
| YTD | -14.1% | +17.7% | -31.8% | -20.9% |
| 1Y | +0.8% | +47.5% | -46.7% | -13.9% |
| 3Y | +11.8% | +83.9% | -72.1% | -13.7% |
| 5Y | -35.1% | +54.0% | -89.0% | -48.7% |
| 10Y | -68.3% | +372.9% | -441.1% | -83.9% |
| All | -27.6% | +302.9% | -330.6% | -75.8% |
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