+373.5%
FCX vs AMC
-98.8%
+472.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.9% |
| 7D | -0.3% | +3.5% | -3.8% | -0.4% |
| 30D | -14.7% | +12.5% | -27.2% | -15.1% |
| 3M | -11.2% | +23.6% | -34.7% | -12.0% |
| 6M | -11.4% | +144.4% | -155.7% | -15.0% |
| YTD | +17.7% | +108.3% | -90.6% | +13.3% |
| 1Y | +47.5% | +38.9% | +8.6% | +44.0% |
| 3Y | +83.9% | -58.9% | +142.7% | +83.6% |
| 5Y | +54.0% | -99.2% | +153.1% | +66.9% |
| All | +373.5% | -98.8% | +472.3% | +379.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling