+5,397.9%
ANET vs FCX
+140.3%
+5,257.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.6% | +4.5% | -0.5% |
| 7D | -1.3% | -1.9% | +0.6% | -0.9% |
| 30D | -4.5% | +3.4% | -7.9% | -5.4% |
| 3M | +24.5% | +15.0% | +9.5% | +20.3% |
| 6M | +35.4% | +14.6% | +20.7% | +30.1% |
| YTD | +44.2% | +41.2% | +3.0% | +31.8% |
| 1Y | +25.4% | +60.4% | -35.0% | +10.8% |
| 3Y | +284.8% | +88.4% | +196.3% | +224.1% |
| 5Y | +761.7% | +115.0% | +646.6% | +591.5% |
| 10Y | +3,691.2% | +669.9% | +3,021.3% | +2,146.8% |
| All | +5,397.9% | +140.3% | +5,257.6% | +4,133.9% |
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