+565.7%
AMZN vs FCX
+688.3%
-122.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -0.7% | -2.3% | +1.6% | -0.3% |
| 30D | -3.9% | +2.7% | -6.6% | -4.8% |
| 3M | +6.3% | +7.4% | -1.1% | +3.9% |
| 6M | +20.8% | +16.0% | +4.7% | +14.9% |
| YTD | +11.2% | +40.9% | -29.7% | +0.8% |
| 1Y | +11.7% | +56.4% | -44.8% | -2.0% |
| 3Y | +79.4% | +84.2% | -4.8% | +48.1% |
| 5Y | +48.0% | +114.6% | -66.6% | +16.2% |
| All | +565.7% | +688.3% | -122.6% | +293.4% |
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 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