-12.7%
BABA vs FCX
+60.8%
-73.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | -4.8% | -4.9% | +0.1% | -4.1% |
| 30D | -11.9% | +4.8% | -16.7% | -12.7% |
| 3M | -9.3% | +4.6% | -13.9% | -10.0% |
| 6M | -14.2% | +10.8% | -25.1% | -16.8% |
| YTD | -22.0% | +44.2% | -66.3% | -24.2% |
| 1Y | -12.7% | +59.6% | -72.3% | -15.5% |
| All | -12.7% | +60.8% | -73.5% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling