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  • FCX vs ALM✓SelectedUSD · ALMFCX vs ALM performance historyLatest closeAs of+5.35%09/08
Stock and ETF performance explorer

FCX vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+138.9%
ALM return
+1,033.0%
Excess return
-894.2%
Maximum drawdown
-51.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
1D+5.3%+8.8%-3.5%+4.2%
7D+5.7%+8.4%-2.7%+4.7%
30D+10.1%+34.8%-24.8%+6.0%
3M+20.2%+16.2%+3.9%+17.2%
6M+29.7%+2.1%+27.5%+27.6%
YTD+51.9%+117.0%-65.1%+40.4%
1Y+66.0%+313.9%-247.9%+45.6%
3Y+102.7%+2,327.9%-2,225.2%+51.2%
5Y+138.9%+1,040.6%-901.8%+86.3%
All+138.9%+1,033.0%-894.2%+86.3%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling