+1,015.5%
FCX vs ADM
+1,420.8%
-405.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.1% |
| 7D | -4.9% | +3.8% | -8.6% | -7.0% |
| 30D | +4.8% | +9.8% | -4.9% | -1.2% |
| 3M | +4.6% | +2.1% | +2.5% | +2.4% |
| 6M | +10.8% | +27.5% | -16.7% | -5.3% |
| YTD | +44.2% | +50.2% | -6.0% | +11.8% |
| 1Y | +59.6% | +40.6% | +19.0% | +27.1% |
| 3Y | +82.2% | +17.2% | +65.0% | +53.6% |
| 5Y | +115.6% | +61.9% | +53.7% | +50.5% |
| 10Y | +670.6% | +159.3% | +511.3% | +321.0% |
| All | +1,015.5% | +1,420.8% | -405.4% | +296.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling