+114.3%
FCX vs AMC
-99.4%
+213.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.1% |
| 7D | -4.9% | +2.3% | -7.2% | -5.1% |
| 30D | +4.8% | -0.7% | +5.6% | +4.8% |
| 3M | +4.6% | +35.2% | -30.6% | +0.8% |
| 6M | +10.8% | +124.6% | -113.8% | +1.7% |
| YTD | +44.2% | +69.9% | -25.7% | +34.9% |
| 1Y | +59.6% | -2.6% | +62.1% | +55.9% |
| 3Y | +82.2% | -79.8% | +162.0% | +93.3% |
| All | +114.3% | -99.4% | +213.7% | +221.0% |
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