+55.4%
FCX vs ALK
-31.3%
+86.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | -0.3% | -1.2% | +0.9% | +0.1% |
| 30D | -14.7% | +7.7% | -22.4% | -17.6% |
| 3M | -11.2% | -19.0% | +7.8% | -4.2% |
| 6M | -11.4% | -0.2% | -11.2% | -13.5% |
| YTD | +17.7% | -23.5% | +41.2% | +26.1% |
| 1Y | +47.5% | -9.1% | +56.6% | +46.6% |
| 3Y | +83.9% | +12.0% | +71.9% | +54.0% |
| All | +55.4% | -31.3% | +86.7% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling