+16.7%
BABA vs FCX
+701.1%
-684.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.9% | -2.1% |
| 7D | -0.2% | +5.7% | -5.9% | -1.9% |
| 30D | -12.3% | +10.1% | -22.3% | -15.3% |
| 3M | -5.3% | +20.2% | -25.5% | -11.7% |
| 6M | -13.1% | +29.7% | -42.7% | -21.4% |
| YTD | -22.4% | +51.9% | -74.4% | -33.7% |
| 1Y | -19.5% | +66.0% | -85.5% | -34.0% |
| 3Y | +32.9% | +102.7% | -69.8% | -0.6% |
| 5Y | -29.9% | +138.9% | -168.7% | -50.6% |
| 10Y | +16.7% | +701.1% | -684.3% | -45.3% |
| All | +16.7% | +701.1% | -684.3% | -45.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling