+1,015.5%
FCX vs ALB
+2,635.8%
-1,620.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.7% | +2.5% |
| 7D | -4.9% | -8.1% | +3.2% | -0.7% |
| 30D | +4.8% | +6.3% | -1.4% | +0.9% |
| 3M | +4.6% | -23.6% | +28.2% | +19.2% |
| 6M | +10.8% | -24.6% | +35.4% | +24.3% |
| YTD | +44.2% | -10.3% | +54.5% | +45.9% |
| 1Y | +59.6% | +61.5% | -1.9% | +14.5% |
| 3Y | +82.2% | -34.0% | +116.2% | +83.4% |
| 5Y | +115.6% | -44.6% | +160.2% | +119.9% |
| 10Y | +670.6% | +76.1% | +594.5% | +270.3% |
| All | +1,015.5% | +2,635.8% | -1,620.4% | +122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling