+1,015.5%
FCX vs AIG
-63.4%
+1,078.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.5% |
| 7D | -4.9% | -0.9% | -3.9% | -4.6% |
| 30D | +4.8% | -4.9% | +9.7% | +6.1% |
| 3M | +4.6% | +4.5% | +0.2% | +3.0% |
| 6M | +10.8% | -1.4% | +12.3% | +10.7% |
| YTD | +44.2% | -9.8% | +54.0% | +46.9% |
| 1Y | +59.6% | -4.5% | +64.1% | +59.6% |
| 3Y | +82.2% | +37.4% | +44.8% | +65.5% |
| 5Y | +115.6% | +55.0% | +60.7% | +90.8% |
| 10Y | +670.6% | +63.7% | +606.9% | +566.0% |
| All | +1,015.5% | -63.4% | +1,078.8% | +753.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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