+53.6%
FCX vs ALHC
-55.2%
+108.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.0% |
| 7D | -1.0% | +3.9% | -4.9% | -1.1% |
| 30D | -15.2% | -3.6% | -11.6% | -15.0% |
| 3M | -10.3% | -49.4% | +39.1% | -7.1% |
| 6M | +1.6% | -59.5% | +61.0% | +7.5% |
| YTD | +23.9% | -63.2% | +87.1% | +29.1% |
| All | +53.6% | -55.2% | +108.8% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling