+100.6%
FCX vs AHR
+357.7%
-257.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +3.1% | -4.3% | +7.5% | +4.1% |
| 30D | +8.1% | -3.1% | +11.2% | +8.9% |
| 3M | +18.9% | +15.7% | +3.3% | +13.9% |
| 6M | +26.6% | +4.1% | +22.5% | +25.0% |
| YTD | +51.2% | +15.4% | +35.7% | +43.5% |
| 1Y | +75.6% | +28.0% | +47.6% | +59.6% |
| All | +100.6% | +357.7% | -257.1% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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