+613.6%
FCX vs AKAM
+104.5%
+509.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.3% | -3.3% | -5.5% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | +3.4% | -8.2% | +11.6% | +5.9% |
| 3M | +15.0% | -17.6% | +32.6% | +21.3% |
| 6M | +14.6% | +2.5% | +12.1% | +9.8% |
| YTD | +41.2% | +22.8% | +18.4% | +24.3% |
| 1Y | +60.4% | +39.6% | +20.8% | +33.3% |
| 3Y | +88.4% | +2.3% | +86.1% | +70.4% |
| 5Y | +115.0% | -4.3% | +119.3% | +96.4% |
| All | +613.6% | +104.5% | +509.1% | +344.2% |
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