+121.3%
FCX vs BBAI
-70.8%
+192.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.3% |
| 7D | -4.9% | -4.3% | -0.6% | -4.7% |
| 30D | +4.8% | -3.6% | +8.4% | +4.9% |
| 3M | +4.6% | -38.8% | +43.4% | +6.4% |
| 6M | +10.8% | -23.8% | +34.6% | +11.7% |
| YTD | +44.2% | -45.9% | +90.1% | +46.8% |
| 1Y | +59.6% | -40.8% | +100.3% | +61.7% |
| 3Y | +82.2% | +69.8% | +12.5% | +77.2% |
| 5Y | +115.6% | -70.3% | +185.9% | +118.8% |
| All | +121.3% | -70.8% | +192.1% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling