+75.6%
FCX vs AA
+58.8%
+16.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.4% |
| 7D | +3.1% | -0.6% | +3.7% | +3.4% |
| 30D | +8.1% | -1.6% | +9.7% | +8.5% |
| 3M | +18.9% | -29.8% | +48.7% | +38.7% |
| 6M | +26.6% | -16.6% | +43.2% | +35.9% |
| YTD | +51.2% | -4.0% | +55.2% | +53.2% |
| 1Y | +75.6% | +63.5% | +12.0% | +50.9% |
| All | +75.6% | +58.8% | +16.7% | +50.9% |
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