+1,370.8%
AMAT vs FCX
+389.5%
+981.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +2.0% |
| 7D | -2.5% | -2.4% | -0.1% | -1.0% |
| 30D | -26.5% | -18.0% | -8.5% | -19.4% |
| 3M | -28.6% | -14.3% | -14.3% | -23.4% |
| 6M | -14.2% | -1.7% | -12.5% | -12.6% |
| YTD | +45.5% | +19.8% | +25.6% | +35.9% |
| 1Y | +59.3% | +48.6% | +10.7% | +36.2% |
| 3Y | +153.1% | +85.8% | +67.3% | +89.8% |
| 5Y | +158.2% | +72.2% | +85.9% | +92.7% |
| 10Y | +1,370.8% | +386.3% | +984.5% | +525.8% |
| All | +1,370.8% | +389.5% | +981.3% | +525.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 10y: compounded portfolio wealth divided by compounded FCX 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…
10y analysis · Full analysis span regression · 6 months rolling