+44.9%
AMZN vs FCX
+136.7%
-91.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -1.0% | +3.1% | -4.1% | -1.9% |
| 30D | -9.2% | +8.1% | -17.4% | -11.5% |
| 3M | +3.4% | +18.9% | -15.6% | -2.7% |
| 6M | +18.2% | +26.6% | -8.4% | +7.8% |
| YTD | +9.3% | +51.2% | -41.8% | -6.6% |
| 1Y | +5.9% | +75.6% | -69.6% | -14.8% |
| 3Y | +82.6% | +101.7% | -19.1% | +33.6% |
| 5Y | +44.9% | +134.6% | -89.8% | +1.2% |
| All | +44.9% | +136.7% | -91.8% | +1.2% |
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