+138.9%
FCX vs ADM
+64.4%
+74.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.5% | +5.4% |
| 7D | +5.7% | -0.1% | +5.8% | +5.8% |
| 30D | +10.1% | +11.0% | -1.0% | +4.4% |
| 3M | +20.2% | +6.0% | +14.2% | +16.0% |
| 6M | +29.7% | +26.9% | +2.8% | +14.0% |
| YTD | +51.9% | +50.0% | +1.9% | +22.5% |
| 1Y | +66.0% | +39.6% | +26.4% | +37.6% |
| 3Y | +102.7% | +18.5% | +84.2% | +81.9% |
| 5Y | +138.9% | +62.6% | +76.3% | +73.0% |
| All | +138.9% | +64.4% | +74.4% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling