+612.2%
FCX vs ALNY
+260.0%
+352.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.3% | -6.5% | +4.3% | -1.3% |
| 30D | +2.7% | +11.0% | -8.4% | +1.1% |
| 3M | +7.4% | -14.1% | +21.5% | +8.2% |
| 6M | +16.0% | -22.4% | +38.4% | +18.5% |
| YTD | +40.9% | -37.5% | +78.4% | +48.4% |
| 1Y | +56.4% | -46.9% | +103.4% | +68.6% |
| 3Y | +84.2% | +22.1% | +62.1% | +70.9% |
| 5Y | +114.6% | +31.2% | +83.4% | +90.7% |
| All | +612.2% | +260.0% | +352.2% | +403.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 10y: compounded portfolio wealth divided by compounded ALNY 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…
10y analysis · Full analysis span regression · 6 months rolling