+858.0%
FCX vs ALL
+3,208.2%
-2,350.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.1% |
| 7D | -1.0% | -3.9% | +2.8% | +0.7% |
| 30D | -15.2% | +10.6% | -25.9% | -19.5% |
| 3M | -10.3% | -4.6% | -5.7% | -9.3% |
| 6M | +1.6% | +20.2% | -18.6% | -9.6% |
| YTD | +23.9% | +23.7% | +0.2% | +7.5% |
| 1Y | +58.0% | +27.9% | +30.1% | +34.8% |
| 3Y | +94.6% | +109.2% | -14.6% | +25.9% |
| 5Y | +70.4% | +148.0% | -77.6% | -0.9% |
| 10Y | +430.7% | +363.8% | +66.9% | +133.8% |
| All | +858.0% | +3,208.2% | -2,350.2% | +135.9% |
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