+60.3%
FCX vs AG
+29.4%
+30.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.1% | -7.8% | -2.7% |
| 7D | -6.0% | -2.6% | -3.4% | -5.1% |
| 30D | -13.6% | -12.1% | -1.5% | -8.9% |
| 3M | -6.8% | -6.6% | -0.2% | -5.2% |
| 6M | +13.2% | -20.5% | +33.6% | +22.3% |
| YTD | +24.4% | -7.4% | +31.8% | +30.0% |
| 1Y | +60.3% | +33.4% | +26.9% | +53.8% |
| All | +60.3% | +29.4% | +30.9% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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