+114.3%
FCX vs AMBA
-54.5%
+168.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -4.9% | -11.0% | +6.1% | -1.8% |
| 30D | +4.8% | -23.2% | +28.0% | +12.3% |
| 3M | +4.6% | -12.7% | +17.3% | +5.6% |
| 6M | +10.8% | +11.2% | -0.4% | +2.9% |
| YTD | +44.2% | -11.2% | +55.4% | +41.1% |
| 1Y | +59.6% | -22.5% | +82.1% | +59.7% |
| 3Y | +82.2% | -1.3% | +83.6% | +59.0% |
| All | +114.3% | -54.5% | +168.8% | +77.6% |
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 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