+91.5%
FCX vs AUR
-35.0%
+126.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +3.1% | +11.1% | -8.0% | +1.4% |
| 30D | +8.1% | -6.9% | +15.0% | +9.0% |
| 3M | +18.9% | +5.5% | +13.4% | +17.4% |
| 6M | +26.6% | +41.0% | -14.4% | +19.5% |
| YTD | +51.2% | +69.3% | -18.1% | +38.6% |
| 1Y | +75.6% | +14.0% | +61.5% | +69.5% |
| 3Y | +101.7% | +90.1% | +11.7% | +68.6% |
| 5Y | +134.6% | -34.4% | +169.0% | +81.9% |
| All | +91.5% | -35.0% | +126.5% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling