+785.2%
BA vs FCX
+847.1%
-61.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.1% |
| 7D | +1.1% | -4.9% | +6.0% | +2.2% |
| 30D | -7.9% | -17.1% | +9.2% | -3.9% |
| 3M | -25.3% | -12.7% | -12.7% | -23.4% |
| 6M | -24.6% | -2.0% | -22.6% | -25.2% |
| YTD | -20.1% | +18.1% | -38.2% | -25.0% |
| 1Y | -11.8% | +55.2% | -66.9% | -22.4% |
| 3Y | -10.1% | +74.3% | -84.5% | -25.1% |
| 5Y | -22.7% | +71.9% | -94.6% | -36.9% |
| 10Y | +35.1% | +498.4% | -463.3% | -20.5% |
| All | +785.2% | +847.1% | -61.9% | +293.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling