+724.2%
FCX vs A
+236.6%
+487.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.5% |
| 7D | +3.1% | -4.4% | +7.5% | +6.1% |
| 30D | +8.1% | -2.7% | +10.8% | +9.9% |
| 3M | +18.9% | +7.0% | +11.9% | +12.7% |
| 6M | +26.6% | +24.6% | +2.0% | +7.0% |
| YTD | +51.2% | +7.0% | +44.1% | +41.5% |
| 1Y | +75.6% | +15.6% | +60.0% | +54.7% |
| 3Y | +101.7% | +29.9% | +71.8% | +57.3% |
| 5Y | +134.6% | -15.4% | +150.0% | +145.7% |
| 10Y | +724.2% | +248.9% | +475.3% | +178.2% |
| All | +724.2% | +236.6% | +487.5% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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