+60.3%
FCX vs SONY
-6.4%
+66.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.9% |
| 7D | -6.0% | +2.9% | -8.9% | -6.5% |
| 30D | -13.6% | +10.2% | -23.8% | -15.6% |
| 3M | -6.8% | +16.1% | -22.9% | -11.0% |
| 6M | +13.2% | +32.1% | -19.0% | +0.4% |
| YTD | +24.4% | +1.4% | +23.0% | +21.0% |
| 1Y | +60.3% | -7.0% | +67.3% | +59.1% |
| All | +60.3% | -6.4% | +66.7% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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