+373.5%
FCX vs ADM
+133.7%
+239.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -3.8% |
| 7D | -0.3% | +4.2% | -4.5% | -3.1% |
| 30D | -14.7% | -12.8% | -1.9% | -6.9% |
| 3M | -11.2% | -8.5% | -2.7% | -7.2% |
| 6M | -11.4% | -10.9% | -0.5% | -6.4% |
| YTD | +17.7% | +29.4% | -11.7% | -6.2% |
| 1Y | +47.5% | +27.5% | +20.0% | +18.4% |
| 3Y | +83.9% | +10.3% | +73.5% | +52.7% |
| 5Y | +54.0% | +27.4% | +26.6% | +8.1% |
| All | +373.5% | +133.7% | +239.8% | +104.4% |
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