+138.9%
FCX vs A
-14.2%
+153.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.7% | +8.0% | +6.9% |
| 7D | +5.7% | -2.1% | +7.8% | +6.9% |
| 30D | +10.1% | +0.6% | +9.5% | +9.6% |
| 3M | +20.2% | +10.9% | +9.3% | +12.6% |
| 6M | +29.7% | +28.2% | +1.5% | +10.8% |
| YTD | +51.9% | +8.6% | +43.4% | +42.9% |
| 1Y | +66.0% | +15.5% | +50.4% | +49.6% |
| 3Y | +102.7% | +31.8% | +70.9% | +63.8% |
| 5Y | +138.9% | -14.9% | +153.7% | +112.9% |
| All | +138.9% | -14.2% | +153.1% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling