+36.3%
BABA vs FCX
+73.6%
-37.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.6% |
| 7D | +11.6% | -4.9% | +16.5% | +13.0% |
| 30D | +2.3% | -17.1% | +19.4% | +7.5% |
| 3M | -13.7% | -12.7% | -1.0% | -11.2% |
| 6M | -21.9% | -2.0% | -19.9% | -23.0% |
| YTD | -24.6% | +18.1% | -42.7% | -30.6% |
| 1Y | -34.1% | +55.2% | -89.3% | -44.4% |
| 3Y | +36.3% | +74.3% | -38.1% | +4.8% |
| All | +36.3% | +73.6% | -37.4% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling