+53.6%
FCX vs AMC
+40.5%
+13.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.3% | -3.4% | +4.0% |
| 7D | -1.0% | +6.6% | -7.6% | -1.6% |
| 30D | -15.2% | +14.1% | -29.3% | -16.3% |
| 3M | -10.3% | +31.3% | -41.6% | -12.7% |
| 6M | +1.6% | +126.7% | -125.1% | -7.8% |
| YTD | +23.9% | +117.9% | -94.1% | +11.5% |
| All | +53.6% | +40.5% | +13.1% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling