+52.7%
FCX vs AMIX
-100.0%
+152.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -4.9% | -16.0% | +11.1% | -4.7% |
| 30D | -17.1% | -55.4% | +38.3% | -16.6% |
| 3M | -12.7% | -87.5% | +74.9% | -11.2% |
| 6M | -2.0% | -81.2% | +79.2% | -3.6% |
| YTD | +18.1% | -86.8% | +104.9% | +15.9% |
| 1Y | +55.2% | -91.6% | +146.8% | +52.2% |
| All | +52.7% | -100.0% | +152.7% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling