+295.8%
AMD vs FCX
+59.3%
+236.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.7% | +8.5% | +7.4% |
| 7D | +44.7% | +4.4% | +40.3% | +41.6% |
| 30D | -3.3% | -16.3% | +13.0% | +7.9% |
| 3M | +21.2% | -12.5% | +33.7% | +31.3% |
| 6M | +30.6% | -8.0% | +38.6% | +38.6% |
| YTD | +173.3% | +20.1% | +153.2% | +150.9% |
| 1Y | +126.1% | +45.9% | +80.2% | +87.9% |
| 3Y | +393.5% | +86.2% | +307.3% | +240.3% |
| 5Y | +295.8% | +57.1% | +238.7% | +185.0% |
| All | +295.8% | +59.3% | +236.5% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling