+47.5%
FCX vs BUD
+33.8%
+13.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -0.3% | +1.0% | -1.3% | -0.6% |
| 30D | -14.7% | +6.7% | -21.4% | -16.6% |
| 3M | -11.2% | +5.7% | -16.9% | -13.0% |
| 6M | -11.4% | +5.8% | -17.2% | -14.0% |
| YTD | +17.7% | +34.4% | -16.7% | +2.0% |
| 1Y | +47.5% | +33.3% | +14.2% | +28.2% |
| All | +47.5% | +33.8% | +13.7% | +28.2% |
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