+61.5%
FCX vs ALK
-34.8%
+96.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | -4.9% | +9.0% | -13.9% | -8.2% |
| 30D | -17.1% | -1.6% | -15.5% | -17.0% |
| 3M | -12.7% | -23.2% | +10.5% | -3.9% |
| 6M | -2.0% | -3.9% | +1.9% | -2.9% |
| YTD | +18.1% | -22.6% | +40.7% | +25.9% |
| 1Y | +55.2% | -5.3% | +60.5% | +51.8% |
| 3Y | +74.3% | +18.6% | +55.8% | +42.3% |
| All | +61.5% | -34.8% | +96.2% | +68.8% |
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