+66.0%
FCX vs ASX
+256.3%
-190.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.1% | -0.7% | +2.6% |
| 7D | +5.7% | +6.3% | -0.6% | +2.8% |
| 30D | +10.1% | +6.4% | +3.6% | +6.6% |
| 3M | +20.2% | +13.1% | +7.0% | +10.1% |
| 6M | +29.7% | +90.3% | -60.6% | -10.8% |
| YTD | +51.9% | +149.6% | -97.7% | -8.6% |
| 1Y | +66.0% | +249.2% | -183.2% | -20.0% |
| All | +66.0% | +256.3% | -190.3% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling