+100.8%
FCX vs AMC
-97.7%
+198.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.5% |
| 7D | -4.9% | +2.6% | -7.5% | -5.0% |
| 30D | -17.1% | +9.0% | -26.2% | -17.5% |
| 3M | -12.7% | +22.2% | -34.8% | -13.5% |
| 6M | -2.0% | +91.5% | -93.4% | -5.5% |
| YTD | +18.1% | +101.3% | -83.2% | +13.2% |
| 1Y | +55.2% | +20.8% | +34.4% | +51.9% |
| 3Y | +74.3% | -71.3% | +145.7% | +76.6% |
| 5Y | +71.9% | -99.2% | +171.1% | +90.1% |
| 10Y | +498.4% | -98.7% | +597.1% | +552.5% |
| All | +100.8% | -97.7% | +198.5% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling