+84.2%
FCX vs AJG
+8.2%
+76.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.3% |
| 7D | -2.3% | -8.3% | +6.0% | -3.0% |
| 30D | +2.7% | -5.7% | +8.3% | +2.1% |
| 3M | +7.4% | +9.1% | -1.7% | +7.7% |
| 6M | +16.0% | +15.2% | +0.8% | +16.6% |
| YTD | +40.9% | -6.3% | +47.2% | +44.1% |
| 1Y | +56.4% | -19.1% | +75.5% | +63.9% |
| 3Y | +84.2% | +8.2% | +76.0% | +93.2% |
| All | +84.2% | +8.2% | +76.0% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling