+386.3%
FCX vs AMC
-98.7%
+485.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.3% |
| 7D | -2.4% | +5.5% | -7.9% | -2.6% |
| 30D | -18.0% | +16.1% | -34.1% | -18.5% |
| 3M | -14.3% | +43.0% | -57.3% | -15.5% |
| 6M | -1.7% | +130.7% | -132.4% | -5.5% |
| YTD | +19.8% | +121.8% | -101.9% | +15.1% |
| 1Y | +48.6% | +40.7% | +8.0% | +45.1% |
| 3Y | +85.8% | -56.8% | +142.6% | +85.1% |
| 5Y | +72.2% | -99.1% | +171.3% | +86.1% |
| 10Y | +386.3% | -98.7% | +485.0% | +388.9% |
| All | +386.3% | -98.7% | +485.0% | +388.9% |
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