+383.2%
FCX vs AR
+57.2%
+326.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.0% |
| 7D | +4.4% | +6.4% | -2.0% | +2.7% |
| 30D | -16.3% | +3.1% | -19.5% | -17.2% |
| 3M | -12.5% | +3.3% | -15.8% | -13.8% |
| 6M | -8.0% | +6.6% | -14.6% | -10.8% |
| YTD | +20.1% | +12.3% | +7.8% | +13.2% |
| 1Y | +45.9% | +12.3% | +33.6% | +37.3% |
| 3Y | +86.2% | +50.4% | +35.8% | +58.0% |
| 5Y | +57.1% | +101.0% | -43.9% | +19.8% |
| All | +383.2% | +57.2% | +326.0% | +280.5% |
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