+9,954.1%
AMAT vs FCX
+1,056.8%
+8,897.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -1.5% | -4.9% | +3.4% | -0.1% |
| 30D | -14.8% | +4.8% | -19.6% | -16.1% |
| 3M | -9.3% | +4.6% | -13.9% | -10.0% |
| 6M | +27.4% | +10.8% | +16.6% | +24.1% |
| YTD | +77.6% | +44.2% | +33.3% | +61.3% |
| 1Y | +188.9% | +59.6% | +129.4% | +153.5% |
| 3Y | +202.3% | +82.2% | +120.0% | +152.7% |
| 5Y | +248.9% | +115.6% | +133.3% | +174.2% |
| 10Y | +1,585.2% | +670.6% | +914.7% | +802.7% |
| All | +9,954.1% | +1,056.8% | +8,897.3% | +4,115.1% |
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