+55.4%
FCX vs AMC
-99.2%
+154.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.8% |
| 7D | -0.3% | +3.5% | -3.8% | -0.6% |
| 30D | -14.7% | +12.5% | -27.2% | -15.5% |
| 3M | -11.2% | +23.6% | -34.7% | -12.8% |
| 6M | -11.4% | +144.4% | -155.7% | -18.7% |
| YTD | +17.7% | +108.3% | -90.6% | +8.7% |
| 1Y | +47.5% | +38.9% | +8.6% | +40.3% |
| 3Y | +83.9% | -58.9% | +142.7% | +84.9% |
| All | +55.4% | -99.2% | +154.5% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling