+97.6%
FCX vs AGI
+214.4%
-116.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.1% |
| 7D | +3.1% | +2.2% | +0.9% | +1.9% |
| 30D | +8.1% | +11.3% | -3.2% | +2.8% |
| 3M | +18.9% | +5.6% | +13.3% | +14.8% |
| 6M | +26.6% | -27.7% | +54.3% | +43.7% |
| YTD | +51.2% | -4.1% | +55.2% | +51.4% |
| 1Y | +75.6% | +13.8% | +61.8% | +62.8% |
| All | +97.6% | +214.4% | -116.8% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling