+858.0%
FCX vs AME
+11,088.5%
-10,230.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.2% | +0.7% | +1.9% |
| 7D | -1.0% | -1.5% | +0.5% | 0.0% |
| 30D | -15.2% | -4.2% | -11.1% | -12.6% |
| 3M | -10.3% | -5.9% | -4.3% | -6.4% |
| 6M | +1.6% | +2.8% | -1.2% | -0.2% |
| YTD | +23.9% | +16.6% | +7.3% | +11.8% |
| 1Y | +58.0% | +22.1% | +35.9% | +38.2% |
| 3Y | +94.6% | +64.7% | +29.9% | +36.1% |
| 5Y | +70.4% | +76.6% | -6.2% | +14.5% |
| 10Y | +430.7% | +443.9% | -13.2% | +81.6% |
| All | +858.0% | +11,088.5% | -10,230.4% | +43.1% |
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