+115.8%
FCX vs AMCR
-12.3%
+128.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.8% |
| 7D | -2.3% | -6.3% | +4.0% | +1.9% |
| 30D | +2.7% | -7.8% | +10.5% | +8.2% |
| 3M | +7.4% | +7.5% | -0.1% | +1.4% |
| 6M | +16.0% | +2.7% | +13.3% | +12.7% |
| YTD | +40.9% | +6.0% | +34.9% | +32.6% |
| 1Y | +56.4% | +7.8% | +48.6% | +44.9% |
| 3Y | +84.2% | +5.8% | +78.4% | +64.8% |
| All | +115.8% | -12.3% | +128.1% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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