+67.7%
FCX vs BAH
+1,084.3%
-1,016.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.5% |
| 7D | -2.4% | +0.5% | -2.8% | -2.6% |
| 30D | -18.0% | +18.2% | -36.2% | -22.1% |
| 3M | -14.3% | +13.1% | -27.4% | -18.0% |
| 6M | -1.7% | +15.2% | -16.9% | -7.5% |
| YTD | +19.8% | +6.0% | +13.8% | +13.2% |
| 1Y | +48.6% | +3.1% | +45.5% | +41.4% |
| 3Y | +85.8% | -26.2% | +112.0% | +87.0% |
| 5Y | +72.2% | +9.3% | +62.9% | +44.7% |
| 10Y | +386.3% | +212.3% | +174.0% | +161.2% |
| All | +67.7% | +1,084.3% | -1,016.6% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling