+47.5%
FCX vs A
+17.3%
+30.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.2% |
| 7D | -0.3% | -0.5% | +0.2% | 0.0% |
| 30D | -14.7% | 0.0% | -14.7% | -14.5% |
| 3M | -11.2% | +16.7% | -27.9% | -16.4% |
| 6M | -11.4% | +54.8% | -66.2% | -26.9% |
| YTD | +17.7% | +28.8% | -11.1% | +6.0% |
| 1Y | +47.5% | +19.3% | +28.2% | +35.9% |
| All | +47.5% | +17.3% | +30.2% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling