+74.3%
FCX vs ALC
+2.3%
+72.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.4% |
| 7D | -4.9% | +4.9% | -9.8% | -6.5% |
| 30D | -17.1% | +19.0% | -36.1% | -22.4% |
| 3M | -12.7% | +7.8% | -20.4% | -15.3% |
| 6M | -2.0% | +14.6% | -16.5% | -8.1% |
| YTD | +18.1% | -4.4% | +22.5% | +19.9% |
| 1Y | +55.2% | +1.4% | +53.8% | +52.5% |
| 3Y | +74.3% | +2.5% | +71.8% | +68.8% |
| All | +74.3% | +2.3% | +72.1% | +68.8% |
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