+59.6%
FCX vs AUR
+11.8%
+47.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -4.9% | +8.7% | -13.6% | -7.7% |
| 30D | +4.8% | -5.2% | +10.0% | +6.1% |
| 3M | +4.6% | -7.3% | +11.9% | +5.8% |
| 6M | +10.8% | +41.2% | -30.4% | -4.4% |
| YTD | +44.2% | +65.1% | -20.9% | +15.3% |
| 1Y | +59.6% | +13.4% | +46.1% | +51.7% |
| All | +59.6% | +11.8% | +47.7% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling