+59.6%
FCX vs ADM
+40.7%
+18.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | -4.9% | +3.8% | -8.6% | -5.0% |
| 30D | +4.8% | +9.8% | -4.9% | +4.1% |
| 3M | +4.6% | +2.1% | +2.5% | +4.7% |
| 6M | +10.8% | +27.5% | -16.7% | +9.4% |
| YTD | +44.2% | +50.2% | -6.0% | +44.0% |
| 1Y | +59.6% | +40.6% | +19.0% | +54.0% |
| All | +59.6% | +40.7% | +18.8% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling