+1,354.7%
FCX vs AGI
+5,381.0%
-4,026.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.8% | +5.7% |
| 7D | +5.7% | +4.4% | +1.3% | +4.4% |
| 30D | +10.1% | +10.0% | +0.1% | +7.2% |
| 3M | +20.2% | +1.7% | +18.4% | +19.2% |
| 6M | +29.7% | -26.8% | +56.5% | +41.0% |
| YTD | +51.9% | -5.3% | +57.3% | +53.2% |
| 1Y | +66.0% | +11.5% | +54.5% | +59.6% |
| 3Y | +102.7% | +212.9% | -110.2% | +45.4% |
| 5Y | +138.9% | +388.8% | -249.9% | +50.9% |
| 10Y | +701.1% | +383.6% | +317.5% | +331.6% |
| All | +1,354.7% | +5,381.0% | -4,026.3% | +333.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling