+159.7%
FCX vs AR
-27.2%
+186.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -4.9% | +2.5% | -7.4% | -5.7% |
| 30D | +4.8% | +14.8% | -10.0% | +0.1% |
| 3M | +4.6% | +6.2% | -1.6% | +1.9% |
| 6M | +10.8% | +4.3% | +6.5% | +7.2% |
| YTD | +44.2% | +14.4% | +29.9% | +34.4% |
| 1Y | +59.6% | +21.3% | +38.2% | +44.7% |
| 3Y | +82.2% | +39.8% | +42.4% | +52.9% |
| 5Y | +115.6% | +142.1% | -26.5% | +43.8% |
| 10Y | +670.6% | +52.0% | +618.5% | +555.5% |
| All | +159.7% | -27.2% | +186.9% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling