+60.3%
FCX vs AEM
+17.3%
+43.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.7% | -8.3% | -5.0% |
| 7D | -6.0% | +0.2% | -6.2% | -6.4% |
| 30D | -13.6% | +0.1% | -13.7% | -14.0% |
| 3M | -6.8% | +22.1% | -28.9% | -21.1% |
| 6M | +13.2% | +2.4% | +10.7% | +8.7% |
| YTD | +24.4% | +8.9% | +15.5% | +14.9% |
| 1Y | +60.3% | +18.7% | +41.6% | +38.3% |
| All | +60.3% | +17.3% | +43.0% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling