+430.7%
FCX vs ALK
-37.5%
+468.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.1% | -2.2% | +1.7% |
| 7D | -1.0% | +8.9% | -9.9% | -4.9% |
| 30D | -15.2% | +5.9% | -21.2% | -18.0% |
| 3M | -10.3% | -16.5% | +6.3% | -3.8% |
| 6M | +1.6% | +2.1% | -0.5% | -2.4% |
| YTD | +23.9% | -17.1% | +41.0% | +29.1% |
| 1Y | +58.0% | -2.9% | +60.9% | +52.2% |
| 3Y | +94.6% | +24.5% | +70.1% | +52.8% |
| 5Y | +70.4% | -29.1% | +99.5% | +71.7% |
| 10Y | +430.7% | -39.1% | +469.8% | +384.3% |
| All | +430.7% | -37.5% | +468.1% | +384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling