+1,680.5%
FCX vs AU
+783.5%
+897.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.5% | +5.8% |
| 7D | +5.7% | -0.3% | +6.0% | +5.7% |
| 30D | +10.1% | +12.8% | -2.7% | +4.4% |
| 3M | +20.2% | +28.5% | -8.3% | +7.6% |
| 6M | +29.7% | +4.8% | +24.9% | +25.7% |
| YTD | +51.9% | +31.0% | +21.0% | +33.2% |
| 1Y | +66.0% | +81.4% | -15.5% | +25.9% |
| 3Y | +102.7% | +618.4% | -515.7% | -20.0% |
| 5Y | +138.9% | +686.3% | -547.5% | -13.5% |
| 10Y | +701.1% | +664.5% | +36.5% | +117.2% |
| All | +1,680.5% | +783.5% | +897.1% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling