+701.1%
FCX vs ALM
+3,219.4%
-2,518.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.8% | -3.5% | +4.6% |
| 7D | +5.7% | +8.4% | -2.7% | +5.0% |
| 30D | +10.1% | +34.8% | -24.8% | +7.4% |
| 3M | +20.2% | +16.2% | +3.9% | +18.3% |
| 6M | +29.7% | +2.1% | +27.5% | +28.4% |
| YTD | +51.9% | +117.0% | -65.1% | +44.0% |
| 1Y | +66.0% | +313.9% | -247.9% | +51.6% |
| 3Y | +102.7% | +2,327.9% | -2,225.2% | +65.7% |
| 5Y | +138.9% | +1,040.6% | -901.8% | +99.6% |
| 10Y | +701.1% | +3,219.4% | -2,518.4% | +604.5% |
| All | +701.1% | +3,219.4% | -2,518.4% | +604.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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