+386.3%
FCX vs AG
+64.1%
+322.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.9% | +2.6% | -1.4% |
| 7D | -2.4% | +6.0% | -8.3% | -4.2% |
| 30D | -18.0% | -13.5% | -4.4% | -14.2% |
| 3M | -14.3% | -20.7% | +6.4% | -8.2% |
| 6M | -1.7% | -31.5% | +29.8% | +9.8% |
| YTD | +19.8% | -10.1% | +30.0% | +21.2% |
| 1Y | +48.6% | +26.0% | +22.6% | +35.0% |
| 3Y | +85.8% | +228.9% | -143.1% | +17.8% |
| 5Y | +72.2% | +8.7% | +63.6% | +41.6% |
| 10Y | +386.3% | +71.9% | +314.4% | +198.7% |
| All | +386.3% | +64.1% | +322.2% | +198.7% |
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