+373.5%
FCX vs AWK
+157.1%
+216.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -14.7% | +14.3% | -29.0% | -17.0% |
| 3M | -11.2% | +10.3% | -21.5% | -13.0% |
| 6M | -11.4% | +18.9% | -30.3% | -14.8% |
| YTD | +17.7% | +17.7% | 0.0% | +12.8% |
| 1Y | +47.5% | +16.9% | +30.6% | +41.4% |
| 3Y | +83.9% | +32.2% | +51.7% | +65.3% |
| 5Y | +54.0% | -2.2% | +56.1% | +50.2% |
| All | +373.5% | +157.1% | +216.5% | +333.9% |
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