+60.3%
FCX vs AS
+3.3%
+57.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | -0.5% |
| 7D | -6.0% | +13.8% | -19.8% | -10.4% |
| 30D | -13.6% | +16.7% | -30.3% | -18.5% |
| 3M | -6.8% | -11.5% | +4.7% | -2.3% |
| 6M | +13.2% | -5.5% | +18.7% | +14.0% |
| YTD | +24.4% | -14.2% | +38.6% | +26.4% |
| 1Y | +60.3% | +2.1% | +58.2% | +49.9% |
| All | +60.3% | +3.3% | +57.0% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling