+339.7%
AVGO vs FCX
+96.2%
+243.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -0.8% | +3.1% | -3.9% | -2.0% |
| 30D | -13.7% | +8.1% | -21.8% | -16.9% |
| 3M | -6.9% | +18.9% | -25.9% | -14.2% |
| 6M | +5.8% | +26.6% | -20.8% | -5.8% |
| YTD | +5.7% | +51.2% | -45.5% | -14.1% |
| 1Y | +9.0% | +75.6% | -66.5% | -18.1% |
| All | +339.7% | +96.2% | +243.5% | +199.9% |
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 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