+0.8%
FCX vs AMBA
-23.4%
+24.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.4% | +1.9% | -5.4% |
| 7D | -12.5% | -14.6% | +2.1% | -9.4% |
| 30D | -20.0% | -18.8% | -1.2% | -16.4% |
| 3M | -16.4% | -32.6% | +16.2% | -9.7% |
| 6M | +0.8% | -25.8% | +26.6% | +4.2% |
| All | +0.8% | -23.4% | +24.2% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling