+78.6%
FCX vs AWK
+969.7%
-891.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -4.9% | +1.7% | -6.6% | -5.5% |
| 30D | +4.8% | +5.6% | -0.8% | +2.5% |
| 3M | +4.6% | +15.9% | -11.2% | -1.9% |
| 6M | +10.8% | +4.6% | +6.3% | +7.6% |
| YTD | +44.2% | +10.1% | +34.2% | +36.5% |
| 1Y | +59.6% | +2.1% | +57.5% | +55.1% |
| 3Y | +82.2% | +9.8% | +72.4% | +65.6% |
| 5Y | +115.6% | -15.4% | +131.0% | +117.8% |
| 10Y | +670.6% | +129.4% | +541.2% | +322.3% |
| All | +78.6% | +969.7% | -891.1% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling