+144.3%
ASML vs FCX
+90.1%
+54.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.9% | +1.3% | +3.8% |
| 7D | -0.8% | -1.0% | +0.2% | -0.2% |
| 30D | -14.9% | -15.2% | +0.3% | -7.6% |
| 3M | -13.0% | -10.3% | -2.7% | -8.5% |
| 6M | -4.7% | +1.6% | -6.3% | -5.7% |
| YTD | +42.3% | +23.9% | +18.4% | +27.6% |
| 1Y | +49.7% | +58.0% | -8.3% | +20.8% |
| 3Y | +144.3% | +94.6% | +49.7% | +82.4% |
| All | +144.3% | +90.1% | +54.2% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling