+381.0%
FCX vs JAAA
+29.3%
+351.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +5.7% | +0.1% | +5.6% | +5.4% |
| 30D | +10.1% | +0.5% | +9.6% | +8.3% |
| 3M | +20.2% | +1.2% | +19.0% | +15.2% |
| 6M | +29.7% | +2.8% | +26.8% | +17.5% |
| YTD | +51.9% | +3.2% | +48.8% | +36.2% |
| 1Y | +66.0% | +4.8% | +61.1% | +41.2% |
| 3Y | +102.7% | +19.0% | +83.8% | +29.7% |
| 5Y | +138.9% | +26.8% | +112.0% | +28.3% |
| All | +381.0% | +29.3% | +351.8% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling