+485.6%
FCX vs ALLE
+222.4%
+263.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.6% | +3.2% |
| 7D | -4.9% | -0.6% | -4.3% | -4.5% |
| 30D | -17.1% | +25.3% | -42.5% | -29.7% |
| 3M | -12.7% | +10.3% | -22.9% | -19.3% |
| 6M | -2.0% | +38.0% | -40.0% | -23.5% |
| YTD | +18.1% | +17.8% | +0.3% | +1.9% |
| 1Y | +55.2% | +13.6% | +41.6% | +37.5% |
| 3Y | +74.3% | +89.2% | -14.9% | +4.5% |
| 5Y | +71.9% | +51.1% | +20.8% | +18.5% |
| All | +485.6% | +222.4% | +263.2% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling