+97.6%
FCX vs AMP
+64.9%
+32.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | +3.1% | 0.0% | +3.1% | +3.0% |
| 30D | +8.1% | -1.0% | +9.1% | +8.6% |
| 3M | +18.9% | +23.2% | -4.3% | +3.2% |
| 6M | +26.6% | +20.4% | +6.2% | +11.4% |
| YTD | +51.2% | +13.6% | +37.5% | +36.3% |
| 1Y | +75.6% | +13.4% | +62.2% | +58.2% |
| All | +97.6% | +64.9% | +32.6% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling