+52.2%
FCX vs AMIX
-100.0%
+152.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.0% |
| 7D | -0.3% | -9.9% | +9.6% | -0.2% |
| 30D | -14.7% | -52.8% | +38.0% | -14.2% |
| 3M | -11.2% | -80.0% | +68.9% | -10.0% |
| 6M | -11.4% | -80.2% | +68.8% | -12.8% |
| YTD | +17.7% | -88.1% | +105.9% | +15.7% |
| 1Y | +47.5% | -91.1% | +138.6% | +44.7% |
| All | +52.2% | -100.0% | +152.2% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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