+701.1%
FCX vs AR
+45.1%
+655.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.2% | +5.6% |
| 7D | +5.7% | -1.8% | +7.6% | +6.2% |
| 30D | +10.1% | +12.6% | -2.5% | +6.4% |
| 3M | +20.2% | +10.0% | +10.2% | +16.4% |
| 6M | +29.7% | +0.6% | +29.0% | +27.4% |
| YTD | +51.9% | +13.4% | +38.5% | +43.5% |
| 1Y | +66.0% | +21.7% | +44.3% | +52.8% |
| 3Y | +102.7% | +45.8% | +56.9% | +73.6% |
| 5Y | +138.9% | +144.3% | -5.4% | +73.7% |
| 10Y | +701.1% | +41.8% | +659.3% | +622.2% |
| All | +701.1% | +45.1% | +655.9% | +622.2% |
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