+6,882.0%
AMD vs FCX
+654.0%
+6,228.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.6% |
| 7D | +2.6% | -4.9% | +7.4% | +4.7% |
| 30D | -0.9% | +4.8% | -5.7% | -3.3% |
| 3M | -8.7% | +4.6% | -13.3% | -10.1% |
| 6M | +136.3% | +10.8% | +125.5% | +125.9% |
| YTD | +123.0% | +44.2% | +78.8% | +92.3% |
| 1Y | +195.2% | +59.6% | +135.6% | +142.1% |
| 3Y | +336.3% | +82.2% | +254.1% | +231.0% |
| 5Y | +334.5% | +115.6% | +218.8% | +201.4% |
| All | +6,882.0% | +654.0% | +6,228.0% | +2,605.1% |
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 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