+373.5%
FCX vs AMBA
-0.9%
+374.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -0.3% | +2.7% | -3.0% | -1.1% |
| 30D | -14.7% | -2.2% | -12.5% | -14.1% |
| 3M | -11.2% | -26.6% | +15.5% | -2.9% |
| 6M | -11.4% | -26.8% | +15.4% | -7.1% |
| YTD | +17.7% | -15.1% | +32.9% | +15.8% |
| 1Y | +47.5% | -32.3% | +79.7% | +54.2% |
| 3Y | +83.9% | +19.8% | +64.1% | +47.9% |
| 5Y | +54.0% | -69.2% | +123.2% | +69.2% |
| All | +373.5% | -0.9% | +374.5% | +187.2% |
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