+854.8%
FCX vs AA
+85.6%
+769.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +1.3% |
| 7D | -0.8% | +1.1% | -1.9% | -1.3% |
| 30D | -15.1% | -1.3% | -13.8% | -14.3% |
| 3M | -9.6% | -23.9% | +14.3% | +7.0% |
| 6M | -3.1% | -36.8% | +33.8% | +27.2% |
| YTD | +23.4% | -22.2% | +45.6% | +38.8% |
| 1Y | +52.7% | +10.4% | +42.3% | +36.3% |
| 3Y | +91.4% | +72.0% | +19.4% | +15.6% |
| 5Y | +62.7% | -15.6% | +78.4% | +38.6% |
| 10Y | +395.9% | +47.8% | +348.1% | +127.6% |
| All | +854.8% | +85.6% | +769.2% | +337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling