+2,724.1%
FCX vs ASX
+3,515.0%
-791.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -4.9% | -0.7% | -4.2% | -4.7% |
| 30D | +4.8% | +2.0% | +2.8% | +3.7% |
| 3M | +4.6% | -1.3% | +6.0% | +3.4% |
| 6M | +10.8% | +71.4% | -60.6% | -11.9% |
| YTD | +44.2% | +135.3% | -91.1% | +1.2% |
| 1Y | +59.6% | +267.5% | -207.9% | -6.2% |
| 3Y | +82.2% | +388.5% | -306.2% | -5.4% |
| 5Y | +115.6% | +417.1% | -301.5% | +7.9% |
| 10Y | +670.6% | +872.7% | -202.2% | +196.7% |
| All | +2,724.1% | +3,515.0% | -791.0% | +552.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling