+1,591.4%
AMAT vs FCX
+654.0%
+937.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -1.5% | -4.9% | +3.4% | +0.6% |
| 30D | -14.8% | +4.8% | -19.6% | -16.8% |
| 3M | -9.3% | +4.6% | -13.9% | -10.7% |
| 6M | +27.4% | +10.8% | +16.6% | +21.8% |
| YTD | +77.6% | +44.2% | +33.3% | +52.7% |
| 1Y | +188.9% | +59.6% | +129.4% | +135.3% |
| 3Y | +202.3% | +82.2% | +120.0% | +126.6% |
| 5Y | +248.9% | +115.6% | +133.3% | +135.7% |
| All | +1,591.4% | +654.0% | +937.4% | +540.1% |
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