+4.4%
GOOGL vs FCX
+58.1%
-53.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.8% | +3.0% |
| 7D | -11.1% | -6.0% | -5.1% | -10.3% |
| 30D | -16.6% | -13.6% | -3.0% | -15.0% |
| 3M | -23.4% | -6.8% | -16.7% | -22.8% |
| 6M | -24.5% | +13.2% | -37.7% | -26.8% |
| YTD | -7.5% | +24.4% | -31.9% | -12.6% |
| 1Y | +4.4% | +60.3% | -55.9% | -7.7% |
| All | +4.4% | +58.1% | -53.7% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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