+137.5%
FCX vs ALHC
-28.9%
+166.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -4.9% | -0.6% | -4.3% | -4.8% |
| 30D | +4.8% | -1.0% | +5.8% | +4.8% |
| 3M | +4.6% | -10.2% | +14.8% | +4.8% |
| 6M | +10.8% | -28.3% | +39.1% | +12.6% |
| YTD | +44.2% | -31.4% | +75.7% | +46.8% |
| 1Y | +59.6% | -16.9% | +76.5% | +59.6% |
| 3Y | +82.2% | +135.5% | -53.2% | +54.6% |
| 5Y | +115.6% | -33.6% | +149.3% | +100.5% |
| All | +137.5% | -28.9% | +166.4% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling