+386.3%
FCX vs AR
+52.4%
+333.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +0.4% |
| 7D | -2.4% | -5.8% | +3.4% | -0.9% |
| 30D | -18.0% | +4.8% | -22.8% | -19.2% |
| 3M | -14.3% | +1.5% | -15.8% | -15.2% |
| 6M | -1.7% | +4.7% | -6.4% | -4.2% |
| YTD | +19.8% | +9.2% | +10.7% | +13.8% |
| 1Y | +48.6% | +11.2% | +37.5% | +40.2% |
| 3Y | +85.8% | +46.2% | +39.6% | +58.8% |
| 5Y | +72.2% | +98.1% | -25.8% | +31.9% |
| 10Y | +386.3% | +54.5% | +331.8% | +289.1% |
| All | +386.3% | +52.4% | +333.9% | +289.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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