+3,847.4%
ANET vs FCX
+688.3%
+3,159.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.7% |
| 7D | +3.0% | -2.3% | +5.3% | +3.6% |
| 30D | -5.2% | +2.7% | -7.9% | -6.2% |
| 3M | +27.6% | +7.4% | +20.2% | +24.5% |
| 6M | +44.4% | +16.0% | +28.4% | +36.6% |
| YTD | +52.3% | +40.9% | +11.4% | +35.5% |
| 1Y | +30.4% | +56.4% | -26.0% | +11.7% |
| 3Y | +313.3% | +84.2% | +229.0% | +231.2% |
| 5Y | +810.0% | +114.6% | +695.4% | +577.2% |
| All | +3,847.4% | +688.3% | +3,159.1% | +1,804.7% |
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