+97.6%
FCX vs SONY
+39.5%
+58.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +3.1% | -4.9% | +8.0% | +5.1% |
| 30D | +8.1% | -1.6% | +9.7% | +8.4% |
| 3M | +18.9% | +10.0% | +8.9% | +12.7% |
| 6M | +26.6% | +8.4% | +18.2% | +20.7% |
| YTD | +51.2% | -8.4% | +59.6% | +55.0% |
| 1Y | +75.6% | -18.4% | +93.9% | +89.1% |
| All | +97.6% | +39.5% | +58.1% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling