+90.2%
FCX vs AA
+75.5%
+14.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.3% |
| 7D | -4.9% | -0.7% | -4.2% | -4.6% |
| 30D | +4.8% | +5.0% | -0.2% | +1.6% |
| 3M | +4.6% | -35.8% | +40.4% | +29.9% |
| 6M | +10.8% | -18.4% | +29.2% | +20.3% |
| YTD | +44.2% | -5.5% | +49.7% | +44.7% |
| 1Y | +59.6% | +61.0% | -1.4% | +19.7% |
| All | +90.2% | +75.5% | +14.7% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling