+52.9%
FCX vs AS
+134.9%
-81.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -4.9% | +6.9% | -11.8% | -6.7% |
| 30D | -17.1% | +16.0% | -33.1% | -20.7% |
| 3M | -12.7% | -12.8% | +0.2% | -9.4% |
| 6M | -2.0% | -15.4% | +13.4% | +2.2% |
| YTD | +18.1% | -15.7% | +33.8% | +22.4% |
| 1Y | +55.2% | +6.1% | +49.1% | +50.6% |
| All | +52.9% | +134.9% | -81.9% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling