+60.3%
FCX vs ADSK
-10.6%
+70.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.0% | -5.7% | +2.4% |
| 7D | -6.0% | +11.4% | -17.4% | -4.4% |
| 30D | -13.6% | +21.9% | -35.5% | -10.9% |
| 3M | -6.8% | +13.9% | -20.6% | -4.1% |
| 6M | +13.2% | +9.1% | +4.1% | +18.6% |
| YTD | +24.4% | -8.8% | +33.2% | +39.1% |
| 1Y | +60.3% | -10.2% | +70.5% | +82.0% |
| All | +60.3% | -10.6% | +70.9% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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