+1,015.5%
FCX vs ALL
+3,283.6%
-2,268.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.9% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | +4.8% | -1.5% | +6.3% | +5.1% |
| 3M | +4.6% | +23.6% | -19.0% | -7.1% |
| 6M | +10.8% | +22.3% | -11.5% | -1.7% |
| YTD | +44.2% | +26.5% | +17.7% | +24.9% |
| 1Y | +59.6% | +27.0% | +32.6% | +37.2% |
| 3Y | +82.2% | +149.6% | -67.3% | +8.6% |
| 5Y | +115.6% | +118.1% | -2.5% | +34.8% |
| 10Y | +670.6% | +369.0% | +301.6% | +240.9% |
| All | +1,015.5% | +3,283.6% | -2,268.1% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling