+1,015.5%
FCX vs AME
+11,047.8%
-10,032.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.8% |
| 7D | -4.9% | +0.6% | -5.5% | -5.3% |
| 30D | +4.8% | -6.7% | +11.5% | +9.9% |
| 3M | +4.6% | +4.1% | +0.5% | +1.8% |
| 6M | +10.8% | +1.6% | +9.2% | +10.2% |
| YTD | +44.2% | +16.1% | +28.1% | +30.5% |
| 1Y | +59.6% | +27.3% | +32.2% | +35.0% |
| 3Y | +82.2% | +50.9% | +31.4% | +35.5% |
| 5Y | +115.6% | +81.4% | +34.2% | +42.0% |
| 10Y | +670.6% | +417.0% | +253.6% | +173.2% |
| All | +1,015.5% | +11,047.8% | -10,032.3% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling