+61.5%
FCX vs ALHC
-64.2%
+125.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +2.8% |
| 7D | -4.9% | +1.0% | -5.8% | -5.0% |
| 30D | -17.1% | -14.2% | -3.0% | -16.4% |
| 3M | -12.7% | -45.1% | +32.5% | -9.3% |
| 6M | -2.0% | -59.5% | +57.6% | +3.4% |
| YTD | +18.1% | -62.8% | +80.9% | +24.9% |
| 1Y | +55.2% | -55.5% | +110.7% | +61.7% |
| 3Y | +74.3% | +25.7% | +48.6% | +55.3% |
| All | +61.5% | -64.2% | +125.7% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling