+1,134.6%
FCX vs AKAM
-22.4%
+1,157.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -0.3% | +2.8% | -3.1% | -0.9% |
| 30D | -14.7% | -6.9% | -7.8% | -13.8% |
| 3M | -11.2% | -31.8% | +20.7% | -5.3% |
| 6M | -11.4% | -47.0% | +35.6% | -1.4% |
| YTD | +17.7% | -2.1% | +19.8% | +14.9% |
| 1Y | +47.5% | -3.7% | +51.2% | +44.2% |
| 3Y | +83.9% | -23.0% | +106.9% | +84.9% |
| 5Y | +54.0% | -23.4% | +77.4% | +54.7% |
| 10Y | +372.9% | +30.5% | +342.4% | +325.9% |
| All | +1,134.6% | -22.4% | +1,157.0% | +756.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling