+14.6%
FCX vs AJG
+12.8%
+1.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.8% |
| 7D | -1.9% | -8.5% | +6.7% | -5.7% |
| 30D | +3.4% | -3.8% | +7.2% | +1.7% |
| 3M | +15.0% | +10.8% | +4.2% | +22.7% |
| 6M | +14.6% | +15.6% | -1.0% | +26.0% |
| All | +14.6% | +12.8% | +1.8% | +26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling