+57.7%
FCX vs BAM
+81.2%
-23.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.3% | -2.7% | +2.4% | +1.2% |
| 30D | -14.7% | +15.5% | -30.2% | -21.6% |
| 3M | -11.2% | -6.9% | -4.3% | -7.9% |
| 6M | -11.4% | +9.9% | -21.3% | -17.1% |
| YTD | +17.7% | +1.4% | +16.3% | +14.3% |
| 1Y | +47.5% | +3.3% | +44.2% | +41.4% |
| 3Y | +83.9% | +83.6% | +0.2% | +25.8% |
| All | +57.7% | +81.2% | -23.6% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling