-13.7%
BABA vs FCX
-13.0%
-0.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.1% |
| 7D | +11.6% | -4.9% | +16.5% | +11.8% |
| 30D | +2.3% | -17.1% | +19.4% | +3.2% |
| 3M | -13.7% | -12.7% | -1.0% | -11.3% |
| All | -13.7% | -13.0% | -0.6% | -11.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling