+97.6%
FCX vs AKAM
+4.6%
+93.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.6% |
| 7D | +3.1% | +5.4% | -2.3% | +1.8% |
| 30D | +8.1% | -5.9% | +14.0% | +9.4% |
| 3M | +18.9% | -19.6% | +38.6% | +24.4% |
| 6M | +26.6% | +8.5% | +18.1% | +22.2% |
| YTD | +51.2% | +26.9% | +24.2% | +36.5% |
| 1Y | +75.6% | +41.7% | +33.9% | +51.5% |
| All | +97.6% | +4.6% | +93.0% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling