+132.8%
AMD vs FCX
+53.6%
+79.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.0% | +4.3% | +4.9% |
| 7D | +13.1% | -0.8% | +13.9% | +15.0% |
| 30D | -7.0% | -15.1% | +8.1% | +6.0% |
| 3M | +16.6% | -9.6% | +26.2% | +26.1% |
| 6M | +20.5% | -3.1% | +23.6% | +24.2% |
| YTD | +158.2% | +23.4% | +134.7% | +126.5% |
| 1Y | +132.8% | +52.7% | +80.1% | +68.5% |
| All | +132.8% | +53.6% | +79.2% | +68.5% |
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