+66.0%
FCX vs BAH
-27.4%
+93.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.3% | +5.2% |
| 7D | +5.7% | -4.3% | +10.1% | +5.1% |
| 30D | +10.1% | -4.5% | +14.5% | +9.4% |
| 3M | +20.2% | -7.6% | +27.8% | +19.0% |
| 6M | +29.7% | -10.6% | +40.3% | +28.8% |
| YTD | +51.9% | -12.6% | +64.5% | +49.0% |
| 1Y | +66.0% | -27.0% | +93.0% | +59.8% |
| All | +66.0% | -27.4% | +93.4% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling