+1,069.2%
FCX vs ADSK
+1,862.9%
-793.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.3% |
| 7D | +3.1% | -14.5% | +17.6% | +8.1% |
| 30D | +8.1% | -19.3% | +27.4% | +15.1% |
| 3M | +18.9% | -7.8% | +26.7% | +20.0% |
| 6M | +26.6% | -20.8% | +47.4% | +33.0% |
| YTD | +51.2% | -30.2% | +81.4% | +64.1% |
| 1Y | +75.6% | -36.5% | +112.0% | +96.3% |
| 3Y | +101.7% | -5.7% | +107.4% | +96.9% |
| 5Y | +134.6% | -28.2% | +162.8% | +143.2% |
| 10Y | +724.2% | +209.1% | +515.0% | +461.2% |
| All | +1,069.2% | +1,862.9% | -793.7% | +459.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling