+116.3%
FCX vs BBAI
-71.3%
+187.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.3% |
| 7D | -2.3% | -1.7% | -0.6% | -2.2% |
| 30D | +2.7% | -12.0% | +14.6% | +3.1% |
| 3M | +7.4% | -30.7% | +38.1% | +8.8% |
| 6M | +16.0% | -30.7% | +46.7% | +17.4% |
| YTD | +40.9% | -46.9% | +87.8% | +43.6% |
| 1Y | +56.4% | -41.1% | +97.5% | +58.5% |
| 3Y | +84.2% | +65.9% | +18.3% | +79.2% |
| 5Y | +114.6% | -70.9% | +185.5% | +117.9% |
| All | +116.3% | -71.3% | +187.6% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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