+49.0%
FCX vs AS
+133.7%
-84.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.3% | -5.2% | -6.8% |
| 7D | -12.5% | +7.1% | -19.6% | -14.2% |
| 30D | -20.0% | +12.8% | -32.9% | -22.9% |
| 3M | -16.4% | -14.7% | -1.6% | -12.7% |
| 6M | +0.8% | -9.9% | +10.8% | +3.1% |
| YTD | +15.1% | -16.1% | +31.2% | +19.4% |
| 1Y | +45.3% | +0.2% | +45.2% | +43.3% |
| All | +49.0% | +133.7% | -84.7% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling