+352.5%
AAOI vs FCX
+60.8%
+291.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +4.9% |
| 7D | -0.7% | -4.9% | +4.2% | +4.3% |
| 30D | -17.9% | +4.8% | -22.7% | -22.4% |
| 3M | -48.0% | +4.6% | -52.6% | -50.1% |
| 6M | +5.8% | +10.8% | -5.0% | -3.4% |
| YTD | +202.7% | +44.2% | +158.5% | +120.2% |
| 1Y | +352.5% | +59.6% | +293.0% | +196.2% |
| All | +352.5% | +60.8% | +291.7% | +196.2% |
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