+813.3%
FCX vs ALL
+3,221.5%
-2,408.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +4.7% |
| 7D | -4.9% | -1.9% | -2.9% | -4.1% |
| 30D | -17.1% | +13.8% | -30.9% | -22.4% |
| 3M | -12.7% | -7.0% | -5.7% | -10.7% |
| 6M | -2.0% | +18.0% | -20.0% | -12.0% |
| YTD | +18.1% | +24.2% | -6.1% | +2.3% |
| 1Y | +55.2% | +31.2% | +24.0% | +30.8% |
| 3Y | +74.3% | +107.5% | -33.2% | +13.3% |
| 5Y | +71.9% | +144.8% | -72.9% | +0.6% |
| 10Y | +498.4% | +375.8% | +122.6% | +160.7% |
| All | +813.3% | +3,221.5% | -2,408.2% | +124.5% |
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