+87.6%
FCX vs AR
+48.5%
+39.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.0% |
| 7D | +4.4% | +6.4% | -2.0% | +2.9% |
| 30D | -16.3% | +3.1% | -19.5% | -17.1% |
| 3M | -12.5% | +3.3% | -15.8% | -13.6% |
| 6M | -8.0% | +6.6% | -14.6% | -10.5% |
| YTD | +20.1% | +12.3% | +7.8% | +12.2% |
| 1Y | +45.9% | +12.3% | +33.6% | +35.9% |
| All | +87.6% | +48.5% | +39.2% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling