+302.9%
FCX vs BUD
+201.1%
+101.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -4.9% | +0.3% | -5.1% | -5.1% |
| 30D | +4.8% | -5.7% | +10.5% | +8.7% |
| 3M | +4.6% | +3.1% | +1.5% | +1.7% |
| 6M | +10.8% | +7.9% | +2.9% | +4.4% |
| YTD | +44.2% | +27.3% | +16.9% | +21.3% |
| 1Y | +59.6% | +37.8% | +21.8% | +26.6% |
| 3Y | +82.2% | +49.8% | +32.4% | +31.9% |
| 5Y | +115.6% | +43.8% | +71.8% | +56.8% |
| 10Y | +670.6% | -22.6% | +693.2% | +683.6% |
| All | +302.9% | +201.1% | +101.8% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling