+100.9%
AAOI vs FCX
+58.1%
+42.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.7% | -8.9% |
| 7D | -27.9% | -6.0% | -21.9% | -22.5% |
| 30D | -51.2% | -13.6% | -37.7% | -41.7% |
| 3M | -55.0% | -6.8% | -48.2% | -51.2% |
| 6M | -65.7% | +13.2% | -78.9% | -68.1% |
| YTD | +70.0% | +24.4% | +45.6% | +27.3% |
| 1Y | +100.9% | +60.3% | +40.6% | +9.1% |
| All | +100.9% | +58.1% | +42.8% | +9.1% |
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