+65.2%
ALAB vs FCX
+60.8%
+4.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.2% | +9.5% | +9.6% |
| 7D | +7.2% | -4.9% | +12.1% | +11.1% |
| 30D | -2.5% | +4.8% | -7.3% | -6.9% |
| 3M | -13.3% | +4.6% | -17.9% | -16.8% |
| 6M | +172.8% | +10.8% | +162.0% | +144.7% |
| YTD | +86.6% | +44.2% | +42.4% | +37.8% |
| 1Y | +65.2% | +59.6% | +5.6% | +11.4% |
| All | +65.2% | +60.8% | +4.4% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling