+74.3%
FCX vs ALL
+105.5%
-31.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +2.2% |
| 7D | -4.9% | -1.9% | -2.9% | -5.1% |
| 30D | -17.1% | +13.8% | -30.9% | -16.1% |
| 3M | -12.7% | -7.0% | -5.7% | -12.8% |
| 6M | -2.0% | +18.0% | -20.0% | -1.8% |
| YTD | +18.1% | +24.2% | -6.1% | +17.4% |
| 1Y | +55.2% | +31.2% | +24.0% | +52.9% |
| 3Y | +74.3% | +107.5% | -33.2% | +86.4% |
| All | +74.3% | +105.5% | -31.2% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling