+92.5%
FCX vs AME
+55.2%
+37.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -1.0% |
| 7D | -4.9% | +0.6% | -5.5% | -5.3% |
| 30D | +4.8% | -6.7% | +11.5% | +10.5% |
| 3M | +4.6% | +4.1% | +0.5% | +1.4% |
| 6M | +10.8% | +1.6% | +9.2% | +9.3% |
| YTD | +44.2% | +16.1% | +28.1% | +29.8% |
| 1Y | +59.6% | +27.3% | +32.2% | +34.8% |
| All | +92.5% | +55.2% | +37.2% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling