+27.3%
FCX vs AUR
+48.3%
-21.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.7% | +2.7% | +4.5% |
| 7D | +5.7% | +19.2% | -13.5% | -0.4% |
| 30D | +10.1% | -7.8% | +17.8% | +12.6% |
| 3M | +20.2% | +4.0% | +16.2% | +16.5% |
| All | +27.3% | +48.3% | -21.0% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling