+612.2%
FCX vs AMP
+589.3%
+22.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.8% |
| 7D | -2.3% | -0.5% | -1.8% | -1.9% |
| 30D | +2.7% | -1.3% | +4.0% | +3.5% |
| 3M | +7.4% | +24.2% | -16.8% | -9.7% |
| 6M | +16.0% | +24.6% | -8.5% | -2.9% |
| YTD | +40.9% | +14.8% | +26.1% | +24.0% |
| 1Y | +56.4% | +12.8% | +43.6% | +39.3% |
| 3Y | +84.2% | +69.0% | +15.2% | +17.5% |
| 5Y | +114.6% | +124.9% | -10.2% | +9.1% |
| All | +612.2% | +589.3% | +22.9% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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