+115.8%
FCX vs AGG
-2.6%
+118.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -2.3% | -1.1% | -1.2% | -1.4% |
| 30D | +2.7% | -1.1% | +3.8% | +3.7% |
| 3M | +7.4% | -1.9% | +9.3% | +9.1% |
| 6M | +16.0% | -1.7% | +17.7% | +17.9% |
| YTD | +40.9% | -1.3% | +42.2% | +42.8% |
| 1Y | +56.4% | -0.7% | +57.2% | +58.0% |
| 3Y | +84.2% | +12.5% | +71.7% | +73.3% |
| All | +115.8% | -2.6% | +118.4% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 5y: compounded portfolio wealth divided by compounded AGG 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…
5y analysis · Full analysis span regression · 6 months rolling