+7,229.6%
ADI vs FCX
+844.3%
+6,385.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.3% |
| 7D | +9.5% | -0.3% | +9.8% | +9.6% |
| 30D | -1.4% | -14.7% | +13.3% | +2.5% |
| 3M | +4.7% | -11.2% | +15.9% | +7.6% |
| 6M | -7.4% | -11.4% | +4.0% | -5.0% |
| YTD | +48.1% | +17.7% | +30.3% | +41.2% |
| 1Y | +69.6% | +47.5% | +22.2% | +53.7% |
| 3Y | +144.4% | +83.9% | +60.5% | +106.9% |
| 5Y | +134.1% | +54.0% | +80.2% | +101.4% |
| 10Y | +632.8% | +372.9% | +259.9% | +357.7% |
| All | +7,229.6% | +844.3% | +6,385.4% | +3,250.4% |
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