+2,246.9%
FCX vs ASX
+3,319.4%
-1,072.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.5% | -4.5% |
| 7D | -2.4% | -9.1% | +6.8% | +0.4% |
| 30D | -18.0% | -23.6% | +5.6% | -10.3% |
| 3M | -14.3% | -5.6% | -8.7% | -14.0% |
| 6M | -1.7% | +4.7% | -6.4% | -6.9% |
| YTD | +19.8% | +122.6% | -102.7% | -15.5% |
| 1Y | +48.6% | +133.0% | -84.4% | +2.9% |
| 3Y | +85.8% | +367.1% | -281.3% | -3.3% |
| 5Y | +72.2% | +504.7% | -432.5% | -19.7% |
| 10Y | +386.3% | +887.2% | -500.9% | +84.0% |
| All | +2,246.9% | +3,319.4% | -1,072.5% | +445.2% |
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