+53.6%
FCX vs ALL
+28.9%
+24.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.7% |
| 7D | -1.0% | -3.9% | +2.8% | -3.0% |
| 30D | -15.2% | +10.6% | -25.9% | -10.0% |
| 3M | -10.3% | -4.6% | -5.7% | -11.9% |
| 6M | +1.6% | +20.2% | -18.6% | +13.5% |
| YTD | +23.9% | +23.7% | +0.2% | +40.1% |
| All | +53.6% | +28.9% | +24.7% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling