+60.2%
FCX vs AMIX
-99.9%
+160.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.8% | -6.9% | +4.8% |
| 7D | -1.0% | +1.2% | -2.2% | -1.0% |
| 30D | -15.2% | -45.3% | +30.1% | -14.8% |
| 3M | -10.3% | -83.1% | +72.8% | -9.0% |
| 6M | +1.6% | -76.9% | +78.4% | -0.2% |
| YTD | +23.9% | -85.3% | +109.1% | +21.5% |
| 1Y | +58.0% | -89.8% | +147.8% | +54.8% |
| All | +60.2% | -99.9% | +160.1% | +54.7% |
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