+115.0%
FCX vs AGI
+389.6%
-274.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.3% | -3.3% | -5.0% |
| 7D | -1.9% | -5.3% | +3.4% | +0.7% |
| 30D | +3.4% | +6.8% | -3.4% | +0.2% |
| 3M | +15.0% | +8.3% | +6.7% | +9.7% |
| 6M | +14.6% | -29.2% | +43.9% | +33.2% |
| YTD | +41.2% | -7.3% | +48.5% | +43.2% |
| 1Y | +60.4% | +8.0% | +52.3% | +50.1% |
| 3Y | +88.4% | +206.6% | -118.1% | +0.9% |
| 5Y | +115.0% | +398.1% | -283.1% | -10.1% |
| All | +115.0% | +389.6% | -274.5% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling