+813.3%
FCX vs AA
+78.8%
+734.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +0.8% |
| 7D | -4.9% | +0.9% | -5.8% | -5.3% |
| 30D | -17.1% | -6.7% | -10.5% | -13.4% |
| 3M | -12.7% | -16.3% | +3.7% | -3.0% |
| 6M | -2.0% | -37.1% | +35.1% | +29.1% |
| YTD | +18.1% | -25.0% | +43.1% | +36.0% |
| 1Y | +55.2% | +8.6% | +46.6% | +39.9% |
| 3Y | +74.3% | +57.2% | +17.1% | +11.6% |
| 5Y | +71.9% | -13.0% | +84.9% | +43.4% |
| 10Y | +498.4% | +65.5% | +432.8% | +154.0% |
| All | +813.3% | +78.8% | +734.5% | +328.0% |
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