+52.7%
FCX vs BAX
+48.0%
+4.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | -15.1% | +6.3% | -21.4% | -16.1% |
| 3M | -9.6% | -4.6% | -5.0% | -8.9% |
| 6M | -3.1% | +50.4% | -53.4% | -12.8% |
| YTD | +23.4% | +38.0% | -14.6% | +12.0% |
| 1Y | +52.7% | +44.6% | +8.1% | +35.9% |
| All | +52.7% | +48.0% | +4.6% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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