+253.9%
FCX vs AG
+445.6%
-191.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.9% |
| 7D | -4.9% | +1.0% | -5.9% | -5.2% |
| 30D | +4.8% | +19.2% | -14.4% | -1.7% |
| 3M | +4.6% | +6.2% | -1.5% | +2.0% |
| 6M | +10.8% | -26.7% | +37.5% | +22.0% |
| YTD | +44.2% | +26.1% | +18.1% | +29.5% |
| 1Y | +59.6% | +131.7% | -72.1% | +13.8% |
| 3Y | +82.2% | +255.3% | -173.1% | +2.8% |
| 5Y | +115.6% | +61.9% | +53.7% | +50.0% |
| 10Y | +670.6% | +72.0% | +598.5% | +303.6% |
| All | +253.9% | +445.6% | -191.7% | -33.0% |
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