+13,507.3%
GOOGL vs FCX
+601.2%
+12,906.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.3% | -4.9% | +2.6% | -1.3% |
| 30D | -6.6% | +4.8% | -11.4% | -7.6% |
| 3M | -8.9% | +4.6% | -13.6% | -10.5% |
| 6M | +11.9% | +10.8% | +1.0% | +7.9% |
| YTD | +8.3% | +44.2% | -35.9% | -1.7% |
| 1Y | +46.2% | +59.6% | -13.4% | +28.9% |
| 3Y | +151.9% | +82.2% | +69.6% | +110.7% |
| 5Y | +137.7% | +115.6% | +22.1% | +86.0% |
| 10Y | +757.6% | +670.6% | +87.0% | +365.1% |
| All | +13,507.3% | +601.2% | +12,906.1% | +5,678.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling