+1,363.2%
FCX vs A
+457.0%
+906.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -4.9% | -1.9% | -2.9% | -4.1% |
| 30D | +4.8% | +6.9% | -2.1% | +2.2% |
| 3M | +4.6% | +9.2% | -4.6% | +0.9% |
| 6M | +10.8% | +25.7% | -14.9% | +0.9% |
| YTD | +44.2% | +11.5% | +32.7% | +37.2% |
| 1Y | +59.6% | +18.4% | +41.2% | +48.2% |
| 3Y | +82.2% | +26.6% | +55.6% | +63.8% |
| 5Y | +115.6% | -12.8% | +128.4% | +121.2% |
| 10Y | +670.6% | +247.2% | +423.4% | +395.5% |
| All | +1,363.2% | +457.0% | +906.2% | +544.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling