+430.7%
FCX vs AMBA
+12.8%
+417.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.3% | -0.4% | +3.3% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -15.2% | -8.6% | -6.6% | -12.9% |
| 3M | -10.3% | -29.0% | +18.7% | -1.1% |
| 6M | +1.6% | -19.2% | +20.8% | +3.2% |
| YTD | +23.9% | -13.0% | +36.9% | +20.9% |
| 1Y | +58.0% | -31.3% | +89.3% | +64.4% |
| 3Y | +94.6% | +28.1% | +66.4% | +53.0% |
| 5Y | +70.4% | -69.4% | +139.8% | +88.0% |
| 10Y | +430.7% | +7.6% | +423.0% | +216.9% |
| All | +430.7% | +12.8% | +417.8% | +216.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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