+97.6%
FCX vs AU
+604.2%
-506.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.8% |
| 7D | +3.1% | +0.6% | +2.5% | +2.7% |
| 30D | +8.1% | +12.3% | -4.2% | +3.0% |
| 3M | +18.9% | +29.4% | -10.4% | +6.7% |
| 6M | +26.6% | +3.2% | +23.4% | +22.8% |
| YTD | +51.2% | +31.8% | +19.4% | +34.3% |
| 1Y | +75.6% | +83.4% | -7.9% | +39.5% |
| All | +97.6% | +604.2% | -506.6% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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