+61.5%
FCX vs AMBA
-70.4%
+131.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.5% | +1.0% |
| 7D | -4.9% | -7.2% | +2.4% | -2.9% |
| 30D | -17.1% | -10.4% | -6.8% | -14.7% |
| 3M | -12.7% | -30.1% | +17.5% | -4.5% |
| 6M | -2.0% | -22.4% | +20.5% | +0.6% |
| YTD | +18.1% | -17.3% | +35.4% | +17.3% |
| 1Y | +55.2% | -35.4% | +90.6% | +63.6% |
| 3Y | +74.3% | +18.6% | +55.7% | +44.8% |
| All | +61.5% | -70.4% | +131.9% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling