+138.9%
FCX vs AWK
-15.0%
+153.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.6% | +5.4% |
| 7D | +5.7% | +2.2% | +3.6% | +5.5% |
| 30D | +10.1% | +4.4% | +5.6% | +9.5% |
| 3M | +20.2% | +15.4% | +4.8% | +18.1% |
| 6M | +29.7% | +3.5% | +26.2% | +29.0% |
| YTD | +51.9% | +9.8% | +42.1% | +49.5% |
| 1Y | +66.0% | +3.0% | +63.0% | +65.2% |
| 3Y | +102.7% | +9.7% | +93.1% | +92.4% |
| 5Y | +138.9% | -17.2% | +156.0% | +117.6% |
| All | +138.9% | -15.0% | +153.9% | +117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling