+1,015.5%
FCX vs ABT
+2,582.3%
-1,566.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | -4.9% | -3.7% | -1.2% | -3.5% |
| 30D | +4.8% | +2.5% | +2.3% | +3.8% |
| 3M | +4.6% | +20.2% | -15.6% | -3.6% |
| 6M | +10.8% | -2.9% | +13.8% | +10.8% |
| YTD | +44.2% | -11.9% | +56.1% | +49.4% |
| 1Y | +59.6% | -16.5% | +76.1% | +68.6% |
| 3Y | +82.2% | +12.1% | +70.1% | +67.5% |
| 5Y | +115.6% | -7.4% | +123.0% | +112.8% |
| 10Y | +670.6% | +210.7% | +459.9% | +381.0% |
| All | +1,015.5% | +2,582.3% | -1,566.8% | +370.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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