+57.1%
FCX vs AMC
-99.2%
+156.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.3% | -2.5% |
| 7D | +4.4% | +8.4% | -4.0% | +3.7% |
| 30D | -16.3% | +9.2% | -25.5% | -17.0% |
| 3M | -12.5% | +32.0% | -44.5% | -14.6% |
| 6M | -8.0% | +149.3% | -157.3% | -15.8% |
| YTD | +20.1% | +114.1% | -94.0% | +10.7% |
| 1Y | +45.9% | +35.8% | +10.2% | +39.1% |
| 3Y | +86.2% | -58.3% | +144.6% | +87.0% |
| 5Y | +57.1% | -99.2% | +156.3% | +98.9% |
| All | +57.1% | -99.2% | +156.3% | +98.9% |
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 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