+138.9%
FCX vs AME
+85.0%
+53.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +5.7% | +2.8% | +2.9% | +3.2% |
| 30D | +10.1% | -6.3% | +16.3% | +16.2% |
| 3M | +20.2% | +5.4% | +14.8% | +14.7% |
| 6M | +29.7% | +7.4% | +22.2% | +22.0% |
| YTD | +51.9% | +16.2% | +35.8% | +34.2% |
| 1Y | +66.0% | +26.8% | +39.2% | +35.9% |
| 3Y | +102.7% | +57.5% | +45.2% | +32.6% |
| 5Y | +138.9% | +84.8% | +54.0% | +27.0% |
| All | +138.9% | +85.0% | +53.8% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling