+60.3%
FCX vs AA
+13.9%
+46.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.4% | -0.1% |
| 7D | -6.0% | +0.9% | -6.9% | -6.4% |
| 30D | -13.6% | -6.4% | -7.1% | -10.6% |
| 3M | -6.8% | -13.0% | +6.2% | -0.6% |
| 6M | +13.2% | -34.6% | +47.8% | +39.4% |
| YTD | +24.4% | -23.0% | +47.4% | +39.9% |
| 1Y | +60.3% | +16.0% | +44.3% | +49.3% |
| All | +60.3% | +13.9% | +46.4% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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