+135.0%
FCX vs AMBA
+837.3%
-702.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -4.9% | -11.0% | +6.1% | -1.7% |
| 30D | +4.8% | -23.2% | +28.0% | +12.5% |
| 3M | +4.6% | -12.7% | +17.3% | +5.6% |
| 6M | +10.8% | +11.2% | -0.4% | +3.1% |
| YTD | +44.2% | -11.2% | +55.4% | +41.4% |
| 1Y | +59.6% | -22.5% | +82.1% | +60.1% |
| 3Y | +82.2% | -1.3% | +83.6% | +60.9% |
| 5Y | +115.6% | -54.2% | +169.8% | +110.7% |
| 10Y | +670.6% | -6.1% | +676.7% | +456.6% |
| All | +135.0% | +837.3% | -702.2% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling