+84.2%
FCX vs ADSK
-3.2%
+87.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.3% | -2.5% | +0.2% | -1.8% |
| 30D | +2.7% | -14.9% | +17.5% | +5.9% |
| 3M | +7.4% | +3.3% | +4.1% | +5.1% |
| 6M | +16.0% | -15.7% | +31.7% | +20.1% |
| YTD | +40.9% | -28.2% | +69.2% | +55.4% |
| 1Y | +56.4% | -34.5% | +91.0% | +80.0% |
| 3Y | +84.2% | -2.9% | +87.1% | +67.2% |
| All | +84.2% | -3.2% | +87.4% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling