+527.1%
FCX vs ALC
+21.6%
+505.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.0% | +7.3% | +6.5% |
| 7D | +5.7% | -3.7% | +9.4% | +8.0% |
| 30D | +10.1% | -3.7% | +13.8% | +12.3% |
| 3M | +20.2% | +4.6% | +15.6% | +15.5% |
| 6M | +29.7% | -14.6% | +44.3% | +40.2% |
| YTD | +51.9% | -11.9% | +63.8% | +60.4% |
| 1Y | +66.0% | -13.1% | +79.1% | +76.3% |
| 3Y | +102.7% | -15.0% | +117.7% | +111.8% |
| 5Y | +138.9% | -16.2% | +155.0% | +146.5% |
| All | +527.1% | +21.6% | +505.5% | +326.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling