+1,015.5%
FCX vs AA
+125.4%
+890.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.6% |
| 7D | -4.9% | -0.7% | -4.2% | -4.5% |
| 30D | +4.8% | +5.0% | -0.2% | +0.9% |
| 3M | +4.6% | -35.8% | +40.4% | +36.7% |
| 6M | +10.8% | -18.4% | +29.2% | +21.9% |
| YTD | +44.2% | -5.5% | +49.7% | +43.4% |
| 1Y | +59.6% | +61.0% | -1.4% | +9.9% |
| 3Y | +82.2% | +66.2% | +16.0% | +11.0% |
| 5Y | +115.6% | +11.4% | +104.2% | +51.5% |
| 10Y | +670.6% | +116.9% | +553.7% | +173.9% |
| All | +1,015.5% | +125.4% | +890.1% | +351.5% |
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