+7,256.7%
AMAT vs FCX
+847.1%
+6,409.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.5% |
| 7D | -14.7% | -4.9% | -9.8% | -13.3% |
| 30D | -36.1% | -17.1% | -19.0% | -32.4% |
| 3M | -36.9% | -12.7% | -24.2% | -34.3% |
| 6M | -22.2% | -2.0% | -20.2% | -21.0% |
| YTD | +29.9% | +18.1% | +11.8% | +25.3% |
| 1Y | +43.3% | +55.2% | -11.9% | +28.3% |
| 3Y | +142.7% | +74.3% | +68.3% | +107.0% |
| 5Y | +126.2% | +71.9% | +54.3% | +90.7% |
| 10Y | +1,211.7% | +498.4% | +713.4% | +657.1% |
| All | +7,256.7% | +847.1% | +6,409.6% | +3,173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling