+155.2%
FCX vs ALM
+3,798.4%
-3,643.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.1% | -3.2% | +4.9% |
| 7D | -1.0% | +0.7% | -1.8% | -1.0% |
| 30D | -15.2% | -26.1% | +10.8% | -15.1% |
| 3M | -10.3% | -38.1% | +27.8% | -10.1% |
| 6M | +1.6% | -55.4% | +57.0% | +1.8% |
| YTD | +23.9% | -0.4% | +24.3% | +24.0% |
| 1Y | +58.0% | +25.4% | +32.7% | +58.2% |
| 3Y | +94.6% | +907.8% | -813.2% | +94.4% |
| 5Y | +70.4% | +440.2% | -369.8% | +70.2% |
| 10Y | +430.7% | +2,031.1% | -1,600.5% | +432.5% |
| All | +155.2% | +3,798.4% | -3,643.3% | +159.4% |
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