+58.5%
FCX vs AR
+99.2%
-40.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -3.1% |
| 7D | +4.4% | +6.4% | -2.0% | +2.4% |
| 30D | -16.3% | +3.1% | -19.5% | -17.4% |
| 3M | -12.5% | +3.3% | -15.8% | -14.0% |
| 6M | -8.0% | +6.6% | -14.6% | -11.2% |
| YTD | +20.1% | +12.3% | +7.8% | +11.5% |
| 1Y | +45.9% | +12.3% | +33.6% | +35.1% |
| 3Y | +86.2% | +50.4% | +35.8% | +49.8% |
| All | +58.5% | +99.2% | -40.7% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling