+341.1%
FCX vs AMP
+1,967.6%
-1,626.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.8% |
| 7D | -0.3% | +3.9% | -4.2% | -2.8% |
| 30D | -14.7% | +5.1% | -19.8% | -17.6% |
| 3M | -11.2% | -8.7% | -2.5% | -6.4% |
| 6M | -11.4% | +11.4% | -22.8% | -18.6% |
| YTD | +17.7% | +7.3% | +10.4% | +9.8% |
| 1Y | +47.5% | +14.6% | +32.9% | +31.9% |
| 3Y | +83.9% | +61.2% | +22.7% | +30.1% |
| 5Y | +54.0% | +81.0% | -27.1% | +1.1% |
| 10Y | +372.9% | +468.0% | -95.1% | +47.8% |
| All | +341.1% | +1,967.6% | -1,626.5% | -41.7% |
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