+65.3%
FCX vs BAM
+84.8%
-19.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +4.0% |
| 7D | -0.8% | -2.9% | +2.1% | +1.0% |
| 30D | -15.1% | +14.7% | -29.7% | -21.6% |
| 3M | -9.6% | -4.1% | -5.5% | -7.9% |
| 6M | -3.1% | +9.6% | -12.6% | -9.1% |
| YTD | +23.4% | +3.4% | +20.0% | +18.5% |
| 1Y | +52.7% | +1.0% | +51.6% | +48.5% |
| 3Y | +91.4% | +88.2% | +3.2% | +29.2% |
| All | +65.3% | +84.8% | -19.5% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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