+59.6%
FCX vs JAAA
+4.9%
+54.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | -0.6% |
| 7D | -4.9% | +0.2% | -5.0% | -6.7% |
| 30D | +4.8% | +0.5% | +4.3% | -1.2% |
| 3M | +4.6% | +1.3% | +3.3% | -9.5% |
| 6M | +10.8% | +2.7% | +8.2% | -18.9% |
| YTD | +44.2% | +3.2% | +41.0% | +0.9% |
| 1Y | +59.6% | +4.9% | +54.6% | -5.5% |
| All | +59.6% | +4.9% | +54.7% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling