+612.2%
FCX vs AJG
+473.1%
+139.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.5% |
| 7D | -2.3% | -8.3% | +6.0% | +2.5% |
| 30D | +2.7% | -5.7% | +8.3% | +5.9% |
| 3M | +7.4% | +9.1% | -1.7% | -0.8% |
| 6M | +16.0% | +15.2% | +0.8% | +1.8% |
| YTD | +40.9% | -6.3% | +47.2% | +40.1% |
| 1Y | +56.4% | -19.1% | +75.5% | +71.5% |
| 3Y | +84.2% | +8.2% | +76.0% | +50.1% |
| 5Y | +114.6% | +75.6% | +39.0% | +8.9% |
| All | +612.2% | +473.1% | +139.1% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 10y: compounded portfolio wealth divided by compounded AJG 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…
10y analysis · Full analysis span regression · 6 months rolling