+724.1%
FCX vs ADM
+171.4%
+552.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -2.1% |
| 7D | +3.1% | +1.4% | +1.7% | +2.1% |
| 30D | +8.1% | +8.2% | -0.1% | +1.9% |
| 3M | +18.9% | +8.7% | +10.2% | +10.9% |
| 6M | +26.6% | +29.1% | -2.5% | +3.8% |
| YTD | +51.2% | +53.7% | -2.5% | +9.1% |
| 1Y | +75.6% | +43.2% | +32.3% | +31.3% |
| 3Y | +101.7% | +21.4% | +80.3% | +61.7% |
| 5Y | +134.6% | +67.1% | +67.5% | +37.2% |
| 10Y | +724.1% | +176.6% | +547.6% | +187.5% |
| All | +724.1% | +171.4% | +552.7% | +187.5% |
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