+44.4%
FCX vs AMDL
+119.6%
-75.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +14.3% | -11.3% | +0.5% |
| 7D | -0.8% | +18.5% | -19.3% | -5.6% |
| 30D | -15.1% | -24.2% | +9.2% | -13.7% |
| 3M | -9.6% | +11.5% | -21.1% | -15.3% |
| 6M | -3.1% | -1.0% | -2.0% | -10.8% |
| YTD | +23.4% | +260.3% | -236.8% | -14.2% |
| 1Y | +52.7% | +178.2% | -125.5% | +9.8% |
| All | +44.4% | +119.6% | -75.2% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling