+59.6%
FCX vs BUD
+36.8%
+22.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -4.9% | +0.3% | -5.1% | -5.0% |
| 30D | +4.8% | -5.7% | +10.5% | +6.8% |
| 3M | +4.6% | +3.1% | +1.5% | +3.0% |
| 6M | +10.8% | +7.9% | +2.9% | +4.4% |
| YTD | +44.2% | +27.3% | +16.9% | +36.2% |
| 1Y | +59.6% | +37.8% | +21.8% | +55.6% |
| All | +59.6% | +36.8% | +22.7% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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