+469.3%
FCX vs AMP
+2,108.3%
-1,639.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.8% |
| 7D | +5.7% | +2.6% | +3.1% | +3.9% |
| 30D | +10.1% | +0.8% | +9.2% | +9.3% |
| 3M | +20.2% | +24.3% | -4.1% | +3.6% |
| 6M | +29.7% | +20.6% | +9.1% | +13.8% |
| YTD | +51.9% | +14.6% | +37.3% | +36.5% |
| 1Y | +66.0% | +14.5% | +51.4% | +49.0% |
| 3Y | +102.7% | +67.9% | +34.8% | +40.4% |
| 5Y | +138.9% | +122.5% | +16.3% | +38.2% |
| 10Y | +701.1% | +573.3% | +127.8% | +126.0% |
| All | +469.3% | +2,108.3% | -1,639.0% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling