+77.7%
FCX vs AMDL
+117.8%
-40.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +11.7% | -6.3% | +3.3% |
| 7D | +5.7% | +19.9% | -14.2% | +2.3% |
| 30D | +10.1% | +6.3% | +3.8% | +8.2% |
| 3M | +20.2% | -9.9% | +30.1% | +17.9% |
| 6M | +29.7% | +394.3% | -364.6% | -8.8% |
| YTD | +51.9% | +257.3% | -205.4% | +10.2% |
| 1Y | +66.0% | +508.5% | -442.6% | +4.3% |
| All | +77.7% | +117.8% | -40.1% | +6.3% |
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