+19.3%
BABA vs FCX
+110.1%
-90.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.9% | -8.6% | -4.9% |
| 7D | +3.8% | -1.0% | +4.8% | +3.9% |
| 30D | -5.4% | -15.2% | +9.9% | -1.7% |
| 3M | -17.9% | -10.3% | -7.7% | -16.3% |
| 6M | -24.1% | +1.6% | -25.6% | -25.6% |
| YTD | -27.4% | +23.9% | -51.3% | -32.9% |
| 1Y | -36.1% | +58.0% | -94.1% | -44.5% |
| 3Y | +35.4% | +94.6% | -59.2% | +8.5% |
| 5Y | -30.1% | +70.4% | -100.5% | -42.7% |
| 10Y | +15.8% | +430.7% | -414.8% | -30.4% |
| All | +19.3% | +110.1% | -90.8% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling