+147.1%
AMAT vs FCX
+54.7%
+92.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.7% |
| 7D | +11.4% | -0.3% | +11.7% | +11.8% |
| 30D | -17.0% | -14.7% | -2.3% | -9.1% |
| 3M | -30.6% | -11.2% | -19.4% | -25.9% |
| 6M | -14.9% | -11.4% | -3.6% | -8.5% |
| YTD | +44.7% | +17.7% | +27.0% | +34.7% |
| 1Y | +66.9% | +47.5% | +19.4% | +39.5% |
| 3Y | +153.3% | +83.9% | +69.4% | +79.1% |
| All | +147.1% | +54.7% | +92.4% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling