+723.7%
BAC vs FCX
+890.2%
-166.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.9% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | -7.2% | -15.1% | +7.9% | -3.0% |
| 3M | -20.4% | -9.6% | -10.8% | -18.7% |
| 6M | +1.3% | -3.1% | +4.3% | +0.4% |
| YTD | -6.4% | +23.4% | -29.8% | -14.7% |
| 1Y | -3.5% | +52.7% | -56.2% | -17.3% |
| 3Y | +96.7% | +91.4% | +5.3% | +51.2% |
| 5Y | +20.6% | +62.7% | -42.2% | -6.4% |
| 10Y | +233.0% | +395.9% | -162.8% | +68.4% |
| All | +723.7% | +890.2% | -166.5% | +237.0% |
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