+90.2%
FCX vs ALC
-13.4%
+103.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.1% |
| 7D | -4.9% | -2.1% | -2.8% | -4.1% |
| 30D | +4.8% | -0.1% | +4.9% | +4.7% |
| 3M | +4.6% | +5.9% | -1.3% | +1.4% |
| 6M | +10.8% | -15.9% | +26.8% | +19.6% |
| YTD | +44.2% | -10.1% | +54.3% | +50.1% |
| 1Y | +59.6% | -10.2% | +69.8% | +65.8% |
| All | +90.2% | -13.4% | +103.5% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling