+724.2%
FCX vs BAH
+186.6%
+537.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +3.1% | -1.3% | +4.4% | +3.4% |
| 30D | +8.1% | -6.6% | +14.7% | +9.7% |
| 3M | +18.9% | -7.2% | +26.1% | +20.4% |
| 6M | +26.6% | -10.0% | +36.6% | +28.0% |
| YTD | +51.2% | -12.5% | +63.6% | +51.8% |
| 1Y | +75.6% | -27.9% | +103.5% | +86.4% |
| 3Y | +101.7% | -31.4% | +133.1% | +101.6% |
| 5Y | +134.6% | -3.2% | +137.9% | +97.6% |
| 10Y | +724.2% | +191.5% | +532.7% | +361.1% |
| All | +724.2% | +186.6% | +537.5% | +361.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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