+613.6%
FCX vs AWK
+135.6%
+478.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.3% | -6.2% | -6.5% |
| 7D | -1.9% | -0.7% | -1.1% | -1.7% |
| 30D | +3.4% | +2.8% | +0.6% | +2.8% |
| 3M | +15.0% | +11.3% | +3.7% | +12.1% |
| 6M | +14.6% | +6.7% | +7.9% | +12.5% |
| YTD | +41.2% | +9.4% | +31.8% | +37.3% |
| 1Y | +60.4% | +3.7% | +56.7% | +57.7% |
| 3Y | +88.4% | +9.2% | +79.2% | +78.2% |
| 5Y | +115.0% | -15.7% | +130.8% | +117.3% |
| All | +613.6% | +135.6% | +478.0% | +481.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 10y: compounded portfolio wealth divided by compounded AWK 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…
10y analysis · Full analysis span regression · 6 months rolling