+45.2%
ASML vs FCX
+47.1%
-1.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -0.8% |
| 7D | +10.4% | +4.4% | +6.0% | +7.6% |
| 30D | -12.7% | -16.3% | +3.6% | -3.2% |
| 3M | -17.2% | -12.5% | -4.7% | -11.0% |
| 6M | -1.3% | -8.0% | +6.7% | +2.5% |
| YTD | +40.8% | +20.1% | +20.7% | +20.2% |
| 1Y | +45.2% | +45.9% | -0.7% | +10.2% |
| All | +45.2% | +47.1% | -1.9% | +10.2% |
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