+170.1%
AMAT vs FCX
+91.8%
+78.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.1% | +4.3% |
| 7D | +7.0% | -0.8% | +7.7% | +8.0% |
| 30D | -20.6% | -15.1% | -5.5% | -12.5% |
| 3M | -24.8% | -9.6% | -15.1% | -20.3% |
| 6M | -10.7% | -3.1% | -7.7% | -8.4% |
| YTD | +54.3% | +23.4% | +30.8% | +40.2% |
| 1Y | +73.7% | +52.7% | +21.1% | +43.2% |
| All | +170.1% | +91.8% | +78.3% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling