+430.7%
FCX vs ASX
+849.3%
-418.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.6% | -3.7% | +0.4% |
| 7D | -1.0% | -12.3% | +11.3% | +4.6% |
| 30D | -15.2% | -26.0% | +10.8% | -3.0% |
| 3M | -10.3% | -8.1% | -2.2% | -9.2% |
| 6M | +1.6% | +1.4% | +0.2% | -5.5% |
| YTD | +23.9% | +115.6% | -91.7% | -24.5% |
| 1Y | +58.0% | +128.0% | -70.0% | -6.8% |
| 3Y | +94.6% | +371.4% | -276.8% | -26.8% |
| 5Y | +70.4% | +469.4% | -399.0% | -44.4% |
| 10Y | +430.7% | +842.6% | -412.0% | +15.9% |
| All | +430.7% | +849.3% | -418.7% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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