+204.0%
FCX vs AG
+312.9%
-109.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.7% | +0.2% | +3.3% |
| 7D | -1.0% | +10.8% | -11.8% | -4.5% |
| 30D | -15.2% | -8.2% | -7.1% | -12.8% |
| 3M | -10.3% | -13.7% | +3.4% | -6.2% |
| 6M | +1.6% | -27.3% | +28.8% | +12.2% |
| YTD | +23.9% | -4.6% | +28.4% | +22.1% |
| 1Y | +58.0% | +39.4% | +18.7% | +35.8% |
| 3Y | +94.6% | +244.1% | -149.5% | +12.2% |
| 5Y | +70.4% | +16.8% | +53.6% | +32.6% |
| 10Y | +430.7% | +71.7% | +359.0% | +178.4% |
| All | +204.0% | +312.9% | -109.0% | -36.8% |
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