+272,232.7%
AMZN vs FCX
+604.5%
+271,628.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | +5.0% | -14.7% | +19.7% | +8.2% |
| 3M | +0.6% | -11.2% | +11.7% | +2.6% |
| 6M | -1.3% | -11.4% | +10.1% | 0.0% |
| YTD | +15.5% | +17.7% | -2.2% | +9.6% |
| 1Y | +12.2% | +47.5% | -35.2% | +1.6% |
| 3Y | +87.0% | +83.9% | +3.1% | +58.3% |
| 5Y | +51.3% | +54.0% | -2.7% | +30.4% |
| 10Y | +621.7% | +372.9% | +248.8% | +352.8% |
| All | +272,232.7% | +604.5% | +271,628.2% | +190,376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling