+58.5%
AMAT vs FCX
+54.2%
+4.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.9% | +6.5% | +7.7% |
| 7D | -1.1% | -1.0% | 0.0% | +0.2% |
| 30D | -26.9% | -15.2% | -11.7% | -17.2% |
| 3M | -31.2% | -10.3% | -20.9% | -25.8% |
| 6M | -14.7% | +1.6% | -16.3% | -15.1% |
| YTD | +44.7% | +23.9% | +20.8% | +23.3% |
| All | +58.5% | +54.2% | +4.3% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling