+206.4%
FCX vs AMCR
+91.3%
+115.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.9% |
| 7D | +3.1% | -6.3% | +9.4% | +6.6% |
| 30D | +8.1% | -7.1% | +15.2% | +12.3% |
| 3M | +18.9% | +12.7% | +6.3% | +11.1% |
| 6M | +26.6% | +5.2% | +21.5% | +22.6% |
| YTD | +51.2% | +8.1% | +43.1% | +43.4% |
| 1Y | +75.6% | +10.0% | +65.5% | +64.5% |
| 3Y | +101.7% | +6.6% | +95.1% | +89.1% |
| 5Y | +134.6% | -11.4% | +146.1% | +144.8% |
| 10Y | +724.1% | +13.3% | +710.9% | +627.3% |
| All | +206.4% | +91.3% | +115.1% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling