+75.6%
FCX vs AG
+124.1%
-48.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.4% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | +8.1% | +12.5% | -4.3% | +2.6% |
| 3M | +18.9% | +28.2% | -9.2% | +6.7% |
| 6M | +26.6% | -18.8% | +45.4% | +32.1% |
| YTD | +51.2% | +27.4% | +23.8% | +37.0% |
| 1Y | +75.6% | +132.2% | -56.6% | +31.8% |
| All | +75.6% | +124.1% | -48.5% | +31.8% |
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