-22.5%
AAL vs FCX
+322.5%
-345.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.0% |
| 7D | +3.4% | -0.8% | +4.2% | +3.7% |
| 30D | +11.7% | -15.1% | +26.8% | +17.6% |
| 3M | -7.8% | -9.6% | +1.8% | -5.3% |
| 6M | +10.2% | -3.1% | +13.3% | +9.8% |
| YTD | -8.0% | +23.4% | -31.5% | -16.6% |
| 1Y | +8.5% | +52.7% | -44.1% | -8.2% |
| 3Y | +19.5% | +91.4% | -71.9% | -9.0% |
| 5Y | -33.9% | +62.7% | -96.6% | -48.7% |
| 10Y | -66.0% | +395.9% | -461.9% | -83.0% |
| All | -22.5% | +322.5% | -345.0% | -74.5% |
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