+143.8%
GOOGL vs FCX
+96.2%
+47.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -1.9% | +3.1% | -5.0% | -2.5% |
| 30D | -7.5% | +8.1% | -15.6% | -9.1% |
| 3M | -9.2% | +18.9% | -28.1% | -12.8% |
| 6M | +8.1% | +26.6% | -18.5% | +1.2% |
| YTD | +5.8% | +51.2% | -45.3% | -5.5% |
| 1Y | +38.3% | +75.6% | -37.2% | +18.2% |
| All | +143.8% | +96.2% | +47.6% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling