-2.0%
FCX vs AR
-4.6%
+2.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.5% |
| 7D | -4.9% | -14.3% | +9.4% | -7.3% |
| 30D | -17.1% | +1.4% | -18.6% | -16.7% |
| 3M | -12.7% | +3.4% | -16.0% | -11.7% |
| 6M | -2.0% | -2.1% | +0.1% | -0.8% |
| All | -2.0% | -4.6% | +2.6% | -0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling