+143.2%
FCX vs ALM
+3,507.4%
-3,364.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.6% |
| 7D | -4.9% | -6.7% | +1.8% | -4.9% |
| 30D | -17.1% | -32.9% | +15.8% | -17.0% |
| 3M | -12.7% | -39.5% | +26.8% | -12.5% |
| 6M | -2.0% | -62.0% | +60.0% | -1.7% |
| YTD | +18.1% | -7.8% | +25.9% | +18.3% |
| 1Y | +55.2% | +26.7% | +28.5% | +55.3% |
| 3Y | +74.3% | +825.4% | -751.0% | +74.2% |
| 5Y | +71.9% | +401.2% | -329.3% | +71.8% |
| 10Y | +498.4% | +2,074.0% | -1,575.7% | +500.7% |
| All | +143.2% | +3,507.4% | -3,364.2% | +147.4% |
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