+724.1%
FCX vs AG
+64.8%
+659.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.2% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | +8.1% | +12.5% | -4.3% | +3.9% |
| 3M | +18.9% | +28.2% | -9.2% | +9.5% |
| 6M | +26.6% | -18.8% | +45.4% | +33.7% |
| YTD | +51.2% | +27.4% | +23.8% | +37.2% |
| 1Y | +75.6% | +132.2% | -56.6% | +30.4% |
| 3Y | +101.7% | +286.9% | -185.1% | +19.6% |
| 5Y | +134.6% | +72.8% | +61.9% | +67.6% |
| 10Y | +724.1% | +74.6% | +649.6% | +433.4% |
| All | +724.1% | +64.8% | +659.3% | +433.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling