+701.1%
FCX vs ASX
+918.4%
-217.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.1% | -0.7% | +2.1% |
| 7D | +5.7% | +6.3% | -0.6% | +2.3% |
| 30D | +10.1% | +6.4% | +3.6% | +6.0% |
| 3M | +20.2% | +13.1% | +7.0% | +9.3% |
| 6M | +29.7% | +90.3% | -60.6% | -12.3% |
| YTD | +51.9% | +149.6% | -97.7% | -11.9% |
| 1Y | +66.0% | +249.2% | -183.2% | -20.6% |
| 3Y | +102.7% | +445.9% | -343.1% | -27.6% |
| 5Y | +138.9% | +477.7% | -338.9% | -20.6% |
| 10Y | +701.1% | +913.4% | -212.3% | +77.0% |
| All | +701.1% | +918.4% | -217.3% | +77.0% |
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