+138.9%
FCX vs ALM
+1,033.0%
-894.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 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