+16.0%
BABA vs FCX
+389.5%
-373.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -2.1% |
| 7D | -3.6% | -0.8% | -2.8% | -3.6% |
| 30D | -8.4% | -15.1% | +6.7% | -4.0% |
| 3M | -20.6% | -9.6% | -11.0% | -18.9% |
| 6M | -25.4% | -3.1% | -22.3% | -26.2% |
| YTD | -30.1% | +23.4% | -53.6% | -36.7% |
| 1Y | -36.3% | +52.7% | -88.9% | -46.2% |
| 3Y | +30.4% | +91.4% | -61.0% | -1.9% |
| 5Y | -35.7% | +62.7% | -98.5% | -49.9% |
| 10Y | +16.0% | +395.9% | -379.8% | -40.0% |
| All | +16.0% | +389.5% | -373.5% | -40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling