+395.9%
FCX vs ALLY
+182.4%
+213.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.0% |
| 7D | -0.8% | -2.8% | +2.0% | +1.0% |
| 30D | -15.1% | +1.9% | -16.9% | -16.0% |
| 3M | -9.6% | -12.1% | +2.5% | -2.8% |
| 6M | -3.1% | -9.0% | +5.9% | +1.7% |
| YTD | +23.4% | -12.9% | +36.4% | +32.1% |
| 1Y | +52.7% | -0.1% | +52.7% | +50.2% |
| 3Y | +91.4% | +64.6% | +26.8% | +31.5% |
| 5Y | +62.7% | -10.1% | +72.8% | +55.3% |
| 10Y | +395.9% | +176.7% | +219.2% | +106.2% |
| All | +395.9% | +182.4% | +213.5% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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