+61.5%
FCX vs ASX
+431.2%
-369.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | -0.6% |
| 7D | -4.9% | -19.9% | +15.0% | +5.2% |
| 30D | -17.1% | -30.9% | +13.7% | -2.0% |
| 3M | -12.7% | -15.1% | +2.4% | -8.0% |
| 6M | -2.0% | -6.5% | +4.5% | -5.1% |
| YTD | +18.1% | +98.4% | -80.4% | -25.4% |
| 1Y | +55.2% | +107.9% | -52.7% | -4.7% |
| 3Y | +74.3% | +325.3% | -250.9% | -33.0% |
| All | +61.5% | +431.2% | -369.7% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling