+1,015.5%
FCX vs AON
+3,161.4%
-2,145.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -4.9% | -9.1% | +4.2% | -1.5% |
| 30D | +4.8% | -10.2% | +15.1% | +9.0% |
| 3M | +4.6% | +0.5% | +4.1% | +3.0% |
| 6M | +10.8% | -4.8% | +15.7% | +10.7% |
| YTD | +44.2% | -8.0% | +52.2% | +44.9% |
| 1Y | +59.6% | -13.1% | +72.6% | +63.4% |
| 3Y | +82.2% | -1.3% | +83.5% | +73.9% |
| 5Y | +115.6% | +14.9% | +100.7% | +92.4% |
| 10Y | +670.6% | +214.9% | +455.6% | +374.4% |
| All | +1,015.5% | +3,161.4% | -2,145.9% | +267.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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