+1,315.3%
AMAT vs FCX
+437.2%
+878.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.9% | +6.5% | +9.2% |
| 7D | -1.1% | -1.0% | 0.0% | -0.2% |
| 30D | -26.9% | -15.2% | -11.7% | -20.9% |
| 3M | -31.2% | -10.3% | -20.9% | -27.7% |
| 6M | -14.7% | +1.6% | -16.3% | -14.3% |
| YTD | +44.7% | +23.9% | +20.8% | +33.3% |
| 1Y | +62.0% | +58.0% | +3.9% | +35.0% |
| 3Y | +165.0% | +94.6% | +70.4% | +95.2% |
| 5Y | +147.1% | +70.4% | +76.7% | +85.2% |
| 10Y | +1,315.3% | +430.7% | +884.6% | +499.2% |
| All | +1,315.3% | +437.2% | +878.0% | +499.2% |
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