+651.5%
ADI vs FCX
+688.3%
-36.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.0% | +4.9% |
| 7D | +4.6% | -2.3% | +6.8% | +5.2% |
| 30D | -1.2% | +2.7% | -3.8% | -2.4% |
| 3M | -7.8% | +7.4% | -15.2% | -10.4% |
| 6M | +19.3% | +16.0% | +3.3% | +11.8% |
| YTD | +40.9% | +40.9% | 0.0% | +23.0% |
| 1Y | +54.5% | +56.4% | -1.9% | +28.7% |
| 3Y | +123.4% | +84.2% | +39.2% | +71.2% |
| 5Y | +142.3% | +114.6% | +27.7% | +69.3% |
| All | +651.5% | +688.3% | -36.8% | +210.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling