+686.7%
FCX vs ALNY
+4,129.5%
-3,442.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +3.1% | -3.5% | +6.6% | +3.8% |
| 30D | +8.1% | +18.9% | -10.8% | +4.3% |
| 3M | +18.9% | -13.3% | +32.3% | +19.9% |
| 6M | +26.6% | -20.3% | +46.9% | +29.5% |
| YTD | +51.2% | -35.1% | +86.3% | +60.7% |
| 1Y | +75.6% | -46.5% | +122.0% | +93.5% |
| 3Y | +101.7% | +28.1% | +73.6% | +79.8% |
| 5Y | +134.6% | +36.1% | +98.6% | +95.8% |
| 10Y | +724.2% | +269.7% | +454.5% | +373.9% |
| All | +686.7% | +4,129.5% | -3,442.8% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling