+416.0%
AAOI vs FCX
+688.3%
-272.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.2% | -2.3% | +2.1% | +1.0% |
| 30D | -23.7% | +2.7% | -26.4% | -24.8% |
| 3M | -39.0% | +7.4% | -46.4% | -40.2% |
| 6M | -17.0% | +16.0% | -33.1% | -20.5% |
| YTD | +202.2% | +40.9% | +161.3% | +167.4% |
| 1Y | +292.4% | +56.4% | +236.0% | +233.7% |
| 3Y | +804.4% | +84.2% | +720.2% | +633.7% |
| 5Y | +1,318.0% | +114.6% | +1,203.4% | +946.8% |
| All | +416.0% | +688.3% | -272.4% | +135.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling