+383.2%
FCX vs BAH
+199.5%
+183.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +4.4% | -2.6% | +7.0% | +4.9% |
| 30D | -16.3% | +20.4% | -36.7% | -19.9% |
| 3M | -12.5% | +11.9% | -24.3% | -15.2% |
| 6M | -8.0% | +17.1% | -25.2% | -12.5% |
| YTD | +20.1% | +5.5% | +14.6% | +15.1% |
| 1Y | +45.9% | +5.6% | +40.3% | +39.5% |
| 3Y | +86.2% | -26.5% | +112.8% | +87.3% |
| 5Y | +57.1% | +6.5% | +50.6% | +31.2% |
| All | +383.2% | +199.5% | +183.7% | +178.4% |
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