+60.3%
FCX vs AGI
-1.1%
+61.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.8% | -9.4% | -4.3% |
| 7D | -6.0% | -5.3% | -0.7% | -3.7% |
| 30D | -13.6% | -7.1% | -6.4% | -10.6% |
| 3M | -6.8% | +4.4% | -11.2% | -9.9% |
| 6M | +13.2% | -23.0% | +36.2% | +27.4% |
| YTD | +24.4% | -22.0% | +46.4% | +37.9% |
| 1Y | +60.3% | +0.3% | +60.0% | +52.8% |
| All | +60.3% | -1.1% | +61.4% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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