+197.1%
FCX vs ALM
+7,705.7%
-7,508.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -4.9% | -2.6% | -2.3% | -4.9% |
| 30D | +4.8% | +32.0% | -27.2% | +4.7% |
| 3M | +4.6% | -15.0% | +19.7% | +4.6% |
| 6M | +10.8% | -10.1% | +21.0% | +10.8% |
| YTD | +44.2% | +99.4% | -55.2% | +44.0% |
| 1Y | +59.6% | +316.4% | -256.8% | +59.2% |
| 3Y | +82.2% | +2,022.0% | -1,939.7% | +81.6% |
| 5Y | +115.6% | +941.2% | -825.6% | +114.9% |
| 10Y | +670.6% | +2,950.3% | -2,279.8% | +670.8% |
| All | +197.1% | +7,705.7% | -7,508.7% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling