+115.0%
FCX vs AU
+673.1%
-558.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.3% | -2.3% | -4.8% |
| 7D | -1.9% | -7.0% | +5.1% | +1.2% |
| 30D | +3.4% | +7.3% | -3.9% | +0.3% |
| 3M | +15.0% | +33.2% | -18.2% | +1.7% |
| 6M | +14.6% | -0.6% | +15.3% | +13.3% |
| YTD | +41.2% | +26.2% | +15.0% | +26.6% |
| 1Y | +60.4% | +68.3% | -7.9% | +28.0% |
| 3Y | +88.4% | +592.1% | -503.7% | -20.1% |
| 5Y | +115.0% | +685.3% | -570.2% | -18.6% |
| All | +115.0% | +673.1% | -558.1% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling