+1,075.1%
FCX vs AFL
+5,568.3%
-4,493.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.1% | +6.2% |
| 7D | +5.7% | -0.7% | +6.5% | +6.0% |
| 30D | +10.1% | -7.1% | +17.2% | +13.6% |
| 3M | +20.2% | +0.4% | +19.7% | +19.1% |
| 6M | +29.7% | +4.5% | +25.1% | +25.6% |
| YTD | +51.9% | +6.1% | +45.9% | +45.7% |
| 1Y | +66.0% | +10.6% | +55.4% | +55.4% |
| 3Y | +102.7% | +64.0% | +38.7% | +55.5% |
| 5Y | +138.9% | +133.7% | +5.1% | +56.5% |
| 10Y | +701.1% | +298.0% | +403.0% | +324.8% |
| All | +1,075.1% | +5,568.3% | -4,493.2% | +306.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling