+95.5%
AMD vs FCX
+58.1%
+37.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | 0.0% |
| 7D | -15.5% | -6.0% | -9.5% | -11.4% |
| 30D | -22.6% | -13.6% | -9.0% | -13.8% |
| 3M | -5.7% | -6.8% | +1.0% | -1.8% |
| 6M | +43.1% | +13.2% | +29.9% | +34.1% |
| YTD | +128.2% | +24.4% | +103.8% | +91.4% |
| 1Y | +95.5% | +60.3% | +35.2% | +24.6% |
| All | +95.5% | +58.1% | +37.4% | +24.6% |
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