+62.7%
FCX vs ALLE
+54.3%
+8.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.5% |
| 7D | -0.8% | -0.8% | +0.1% | -0.2% |
| 30D | -15.1% | +27.4% | -42.4% | -26.3% |
| 3M | -9.6% | +13.8% | -23.5% | -16.4% |
| 6M | -3.1% | +45.5% | -48.5% | -23.3% |
| YTD | +23.4% | +21.4% | +2.0% | +7.9% |
| 1Y | +52.7% | +15.4% | +37.3% | +37.9% |
| 3Y | +91.4% | +91.7% | -0.3% | +22.5% |
| 5Y | +62.7% | +54.5% | +8.2% | +14.9% |
| All | +62.7% | +54.3% | +8.5% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling