+92.8%
FCX vs ALK
+20.7%
+72.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.4% |
| 7D | -0.8% | +2.6% | -3.3% | -1.6% |
| 30D | -15.1% | +7.8% | -22.9% | -17.6% |
| 3M | -9.6% | -15.2% | +5.6% | -4.6% |
| 6M | -3.1% | +5.0% | -8.1% | -6.8% |
| YTD | +23.4% | -18.4% | +41.9% | +28.3% |
| 1Y | +52.7% | -2.4% | +55.1% | +48.1% |
| All | +92.8% | +20.7% | +72.1% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling