-12.8%
AVGO vs FCX
-4.5%
-8.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.2% | +7.0% |
| 7D | +25.0% | +4.4% | +20.6% | +21.9% |
| 30D | +2.0% | -16.3% | +18.3% | +11.4% |
| 3M | -12.3% | -12.5% | +0.2% | -7.1% |
| 6M | -12.8% | -8.0% | -4.8% | -11.2% |
| All | -12.8% | -4.5% | -8.3% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling