+983.6%
BA vs FCX
+1,056.8%
-73.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +1.2% | -4.9% | +6.0% | +2.3% |
| 30D | -11.6% | +4.8% | -16.4% | -12.8% |
| 3M | -2.4% | +4.6% | -7.0% | -4.0% |
| 6M | -6.6% | +10.8% | -17.5% | -10.1% |
| YTD | -2.2% | +44.2% | -46.5% | -12.1% |
| 1Y | -8.0% | +59.6% | -67.6% | -20.0% |
| 3Y | -5.0% | +82.2% | -87.2% | -21.5% |
| 5Y | -2.7% | +115.6% | -118.3% | -24.7% |
| 10Y | +75.9% | +670.6% | -594.7% | -2.1% |
| All | +983.6% | +1,056.8% | -73.2% | +360.8% |
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