+83.9%
FCX vs ALHC
+22.7%
+61.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.9% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | -14.7% | -10.6% | -4.2% | -14.5% |
| 3M | -11.2% | -45.3% | +34.2% | -9.9% |
| 6M | -11.4% | -59.7% | +48.3% | -9.4% |
| YTD | +17.7% | -62.7% | +80.5% | +20.4% |
| 1Y | +47.5% | -56.1% | +103.6% | +50.4% |
| 3Y | +83.9% | +21.3% | +62.6% | +84.1% |
| All | +83.9% | +22.7% | +61.2% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling