+189.8%
FCX vs AG
+294.5%
-104.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.0% |
| 7D | -4.9% | +6.3% | -11.2% | -6.9% |
| 30D | -17.1% | -8.9% | -8.2% | -14.5% |
| 3M | -12.7% | -12.2% | -0.5% | -9.3% |
| 6M | -2.0% | -28.3% | +26.3% | +8.8% |
| YTD | +18.1% | -8.8% | +26.9% | +18.2% |
| 1Y | +55.2% | +39.4% | +15.8% | +33.4% |
| 3Y | +74.3% | +229.4% | -155.1% | +2.0% |
| 5Y | +71.9% | +14.5% | +57.4% | +34.8% |
| 10Y | +498.4% | +82.7% | +415.6% | +205.9% |
| All | +189.8% | +294.5% | -104.7% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling