+46.0%
ASML vs FCX
+49.2%
-3.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | +1.6% |
| 7D | -2.9% | -2.4% | -0.5% | -1.3% |
| 30D | -15.2% | -18.0% | +2.8% | -4.9% |
| 3M | -12.9% | -14.3% | +1.4% | -5.3% |
| 6M | -5.0% | -1.7% | -3.3% | -4.9% |
| YTD | +41.8% | +19.8% | +22.0% | +21.0% |
| 1Y | +46.0% | +48.6% | -2.6% | +7.7% |
| All | +46.0% | +49.2% | -3.2% | +7.7% |
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 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