+1,314.2%
AAOI vs FCX
+112.9%
+1,201.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.2% | -2.3% | +2.1% | +1.4% |
| 30D | -23.7% | +2.7% | -26.4% | -25.4% |
| 3M | -39.0% | +7.4% | -46.4% | -41.0% |
| 6M | -17.0% | +16.0% | -33.1% | -22.7% |
| YTD | +202.2% | +40.9% | +161.3% | +151.2% |
| 1Y | +292.4% | +56.4% | +236.0% | +207.7% |
| 3Y | +804.4% | +84.2% | +720.2% | +544.3% |
| All | +1,314.2% | +112.9% | +1,201.3% | +821.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling