+58.1%
FCX vs BAM
+86.2%
-28.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.1% |
| 7D | -4.9% | +9.7% | -14.6% | -9.8% |
| 30D | -17.1% | +19.0% | -36.1% | -25.1% |
| 3M | -12.7% | +0.6% | -13.2% | -13.6% |
| 6M | -2.0% | +11.1% | -13.0% | -8.9% |
| YTD | +18.1% | +4.2% | +13.9% | +12.9% |
| 1Y | +55.2% | +3.3% | +51.8% | +48.9% |
| 3Y | +74.3% | +88.8% | -14.4% | +17.5% |
| All | +58.1% | +86.2% | -28.1% | +6.5% |
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