+74.3%
FCX vs BAM
+85.9%
-11.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.1% |
| 7D | -4.9% | +9.7% | -14.6% | -10.0% |
| 30D | -17.1% | +19.0% | -36.1% | -25.4% |
| 3M | -12.7% | +0.6% | -13.2% | -13.6% |
| 6M | -2.0% | +11.1% | -13.0% | -9.2% |
| YTD | +18.1% | +4.2% | +13.9% | +12.6% |
| 1Y | +55.2% | +3.3% | +51.8% | +48.5% |
| 3Y | +74.3% | +88.8% | -14.4% | +1.3% |
| All | +74.3% | +85.9% | -11.6% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling