+384.5%
ALAB vs FCX
+77.6%
+306.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +4.4% |
| 7D | +9.6% | +3.1% | +6.5% | +6.8% |
| 30D | -5.3% | +8.1% | -13.4% | -11.7% |
| 3M | -12.0% | +18.9% | -31.0% | -22.8% |
| 6M | +145.7% | +26.6% | +119.1% | +102.9% |
| YTD | +80.7% | +51.2% | +29.5% | +29.8% |
| 1Y | +40.1% | +75.6% | -35.4% | -9.9% |
| All | +384.5% | +77.6% | +306.9% | +251.3% |
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