+2,660.6%
AVGO vs FCX
+369.5%
+2,291.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.8% | -4.1% |
| 7D | +18.2% | -0.3% | +18.5% | +18.3% |
| 30D | +0.2% | -14.7% | +14.9% | +6.1% |
| 3M | -16.8% | -11.2% | -5.6% | -13.5% |
| 6M | -16.5% | -11.4% | -5.1% | -13.3% |
| YTD | +0.8% | +17.7% | -16.9% | -6.5% |
| 1Y | +2.8% | +47.5% | -44.7% | -11.7% |
| 3Y | +278.5% | +83.9% | +194.7% | +193.2% |
| 5Y | +573.1% | +54.0% | +519.1% | +429.1% |
| All | +2,660.6% | +369.5% | +2,291.1% | +1,136.1% |
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