-11.4%
FCX vs AAOX
-97.9%
+86.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.8% | +8.8% | -0.9% |
| 7D | -0.3% | -3.4% | +3.0% | -0.5% |
| 30D | -14.7% | -72.8% | +58.1% | -6.3% |
| 3M | -11.2% | -90.7% | +79.5% | +3.8% |
| 6M | -11.4% | -98.2% | +86.8% | +9.2% |
| All | -11.4% | -97.9% | +86.5% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 6mo: compounded portfolio wealth divided by compounded AAOX 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…
6mo analysis · Full analysis span regression · 6 months rolling