+115.8%
FCX vs AFL
+133.8%
-18.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -2.3% | -1.6% | -0.6% | -1.5% |
| 30D | +2.7% | -4.0% | +6.7% | +4.7% |
| 3M | +7.4% | -0.5% | +7.9% | +6.5% |
| 6M | +16.0% | +6.5% | +9.5% | +9.5% |
| YTD | +40.9% | +6.2% | +34.8% | +32.5% |
| 1Y | +56.4% | +8.3% | +48.2% | +44.0% |
| 3Y | +84.2% | +62.5% | +21.7% | +18.3% |
| All | +115.8% | +133.8% | -18.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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