+45.9%
FCX vs AMBA
-35.5%
+81.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.2% |
| 7D | +4.4% | +10.7% | -6.3% | +2.2% |
| 30D | -16.3% | -5.0% | -11.3% | -15.5% |
| 3M | -12.5% | -26.9% | +14.4% | -7.4% |
| 6M | -8.0% | -21.9% | +13.9% | -6.7% |
| YTD | +20.1% | -13.8% | +33.9% | +17.2% |
| 1Y | +45.9% | -36.1% | +82.0% | +45.6% |
| All | +45.9% | -35.5% | +81.4% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling