+136.5%
FCX vs ALLE
+260.9%
-124.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.5% |
| 7D | -4.9% | -0.2% | -4.6% | -4.7% |
| 30D | +4.8% | -6.8% | +11.6% | +10.0% |
| 3M | +4.6% | +21.0% | -16.4% | -9.8% |
| 6M | +10.8% | +1.1% | +9.7% | +8.5% |
| YTD | +44.2% | -0.5% | +44.8% | +41.3% |
| 1Y | +59.6% | -7.3% | +66.8% | +64.6% |
| 3Y | +82.2% | +42.3% | +40.0% | +34.6% |
| 5Y | +115.6% | +13.5% | +102.2% | +83.8% |
| 10Y | +670.6% | +144.0% | +526.5% | +260.9% |
| All | +136.5% | +260.9% | -124.4% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling