+85.8%
FCX vs AMC
-58.9%
+144.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.8% | -5.0% | -3.4% |
| 7D | -2.4% | +5.5% | -7.9% | -2.7% |
| 30D | -18.0% | +16.1% | -34.1% | -18.8% |
| 3M | -14.3% | +43.0% | -57.3% | -16.4% |
| 6M | -1.7% | +130.7% | -132.4% | -7.9% |
| YTD | +19.8% | +121.8% | -101.9% | +12.0% |
| 1Y | +48.6% | +40.7% | +8.0% | +42.3% |
| 3Y | +85.8% | -56.8% | +142.6% | +91.5% |
| All | +85.8% | -58.9% | +144.7% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling