+259.0%
FCX vs FTAI
+2,582.9%
-2,323.9%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -4.9% | +0.7% | -5.5% | -5.2% |
| 30D | +4.8% | -12.1% | +16.9% | +8.7% |
| 3M | +4.6% | -21.3% | +26.0% | +11.9% |
| 6M | +10.8% | -30.2% | +41.1% | +21.5% |
| YTD | +44.2% | +0.3% | +43.9% | +40.4% |
| 1Y | +59.6% | +27.2% | +32.4% | +42.6% |
| 3Y | +82.2% | +443.9% | -361.6% | -21.0% |
| 5Y | +115.6% | +853.5% | -737.9% | -29.9% |
| 10Y | +670.6% | +3,169.1% | -2,498.5% | +33.0% |
| All | +259.0% | +2,582.9% | -2,323.9% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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