+6,351.7%
AMD vs FCX
+479.0%
+5,872.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.6% | +8.4% | +9.9% |
| 7D | -11.0% | -4.9% | -6.2% | -8.7% |
| 30D | -30.5% | -17.1% | -13.3% | -24.1% |
| 3M | -8.2% | -12.7% | +4.4% | -2.4% |
| 6M | +6.6% | -2.0% | +8.5% | +9.1% |
| YTD | +109.7% | +18.1% | +91.6% | +98.4% |
| 1Y | +88.9% | +55.2% | +33.7% | +60.5% |
| 3Y | +301.8% | +74.3% | +227.5% | +215.9% |
| 5Y | +229.4% | +71.9% | +157.5% | +154.3% |
| All | +6,351.7% | +479.0% | +5,872.8% | +3,265.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling