+373.5%
FCX vs AKAM
+29.8%
+343.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -0.3% | +2.8% | -3.1% | -1.3% |
| 30D | -14.7% | -6.9% | -7.8% | -13.1% |
| 3M | -11.2% | -31.8% | +20.7% | -0.7% |
| 6M | -11.4% | -47.0% | +35.6% | +6.8% |
| YTD | +17.7% | -2.1% | +19.8% | +10.1% |
| 1Y | +47.5% | -3.7% | +51.2% | +38.6% |
| 3Y | +83.9% | -23.0% | +106.9% | +81.0% |
| 5Y | +54.0% | -23.4% | +77.4% | +49.4% |
| All | +373.5% | +29.8% | +343.7% | +259.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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