+385.9%
FCX vs ALC
+30.4%
+355.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.2% | -3.9% |
| 7D | -0.3% | -1.1% | +0.8% | +0.2% |
| 30D | -14.7% | +16.0% | -30.8% | -22.5% |
| 3M | -11.2% | +0.8% | -12.0% | -12.4% |
| 6M | -11.4% | +16.8% | -28.2% | -21.4% |
| YTD | +17.7% | -5.5% | +23.2% | +18.3% |
| 1Y | +47.5% | -5.3% | +52.7% | +47.7% |
| 3Y | +83.9% | +4.1% | +79.8% | +66.1% |
| 5Y | +54.0% | -7.1% | +61.0% | +47.8% |
| All | +385.9% | +30.4% | +355.5% | +214.3% |
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