+61.5%
FCX vs ALB
-61.7%
+123.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | -4.9% | +9.1% | -13.9% | -8.2% |
| 30D | -17.1% | -3.4% | -13.7% | -16.2% |
| 3M | -12.7% | -20.6% | +7.9% | -5.2% |
| 6M | -2.0% | -48.2% | +46.2% | +25.1% |
| YTD | +18.1% | -29.2% | +47.3% | +30.7% |
| 1Y | +55.2% | +10.0% | +45.2% | +43.7% |
| 3Y | +74.3% | -12.9% | +87.2% | +57.3% |
| All | +61.5% | -61.7% | +123.2% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 5y: compounded portfolio wealth divided by compounded ALB 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…
5y analysis · Full analysis span regression · 6 months rolling