+992.2%
FCX vs AJG
+6,604.5%
-5,612.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.4% |
| 7D | -1.9% | -8.5% | +6.7% | +1.7% |
| 30D | +3.4% | -3.8% | +7.2% | +4.9% |
| 3M | +15.0% | +10.8% | +4.2% | +8.4% |
| 6M | +14.6% | +15.6% | -1.0% | +5.1% |
| YTD | +41.2% | -5.1% | +46.3% | +39.6% |
| 1Y | +60.4% | -16.0% | +76.4% | +66.4% |
| 3Y | +88.4% | +9.7% | +78.7% | +69.3% |
| 5Y | +115.0% | +77.8% | +37.2% | +54.8% |
| 10Y | +669.9% | +478.2% | +191.7% | +255.1% |
| All | +992.2% | +6,604.5% | -5,612.3% | +229.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling