+386.3%
FCX vs ADM
+100.5%
+285.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -2.7% |
| 7D | -2.4% | -1.8% | -0.5% | -1.1% |
| 30D | -18.0% | -13.3% | -4.7% | -10.3% |
| 3M | -14.3% | -13.4% | -0.9% | -7.1% |
| 6M | -1.7% | -9.6% | +7.9% | +2.6% |
| YTD | +19.8% | +23.0% | -3.2% | -0.9% |
| 1Y | +48.6% | +27.4% | +21.3% | +19.3% |
| 3Y | +85.8% | +5.7% | +80.1% | +59.0% |
| 5Y | +72.2% | +22.1% | +50.2% | +25.4% |
| 10Y | +386.3% | +106.0% | +280.3% | +117.8% |
| All | +386.3% | +100.5% | +285.8% | +117.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling