+810.5%
FCX vs AFL
+6,181.1%
-5,370.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.4% |
| 7D | -0.3% | +2.9% | -3.2% | -1.6% |
| 30D | -14.7% | +8.0% | -22.7% | -17.9% |
| 3M | -11.2% | +5.9% | -17.1% | -14.0% |
| 6M | -11.4% | +11.6% | -23.0% | -17.0% |
| YTD | +17.7% | +17.5% | +0.2% | +7.2% |
| 1Y | +47.5% | +13.3% | +34.2% | +36.5% |
| 3Y | +83.9% | +67.0% | +16.9% | +39.4% |
| 5Y | +54.0% | +150.6% | -96.7% | -2.9% |
| 10Y | +372.9% | +343.1% | +29.8% | +137.2% |
| All | +810.5% | +6,181.1% | -5,370.6% | +199.5% |
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