+193.1%
FCX vs FTAI
+2,369.3%
-2,176.2%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | -14.7% | +10.7% | -25.4% | -18.4% |
| 3M | -11.2% | -16.4% | +5.3% | -7.8% |
| 6M | -11.4% | -32.2% | +20.8% | -2.3% |
| YTD | +17.7% | -7.7% | +25.4% | +15.8% |
| 1Y | +47.5% | +18.7% | +28.8% | +33.3% |
| 3Y | +83.9% | +354.3% | -270.4% | -16.0% |
| 5Y | +54.0% | +850.7% | -796.7% | -50.9% |
| 10Y | +372.9% | +2,664.3% | -2,291.5% | -13.6% |
| All | +193.1% | +2,369.3% | -2,176.2% | -50.8% |
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