+6.7%
AMZN vs FCX
+58.1%
-51.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.9% |
| 7D | +4.5% | -6.0% | +10.5% | +5.5% |
| 30D | +5.8% | -13.6% | +19.4% | +8.1% |
| 3M | -4.1% | -6.8% | +2.7% | -3.3% |
| 6M | -2.2% | +13.2% | -15.4% | -5.2% |
| YTD | +15.3% | +24.4% | -9.1% | +5.7% |
| 1Y | +6.7% | +60.3% | -53.6% | -10.4% |
| All | +6.7% | +58.1% | -51.4% | -10.4% |
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