+50.1%
FCX vs AMRZ
-19.3%
+69.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -1.8% |
| 7D | +4.4% | -4.0% | +8.4% | +6.3% |
| 30D | -16.3% | +12.4% | -28.7% | -20.5% |
| 3M | -12.5% | -11.5% | -1.0% | -7.8% |
| 6M | -8.0% | -21.6% | +13.6% | +1.7% |
| YTD | +20.1% | -23.4% | +43.5% | +33.8% |
| 1Y | +45.9% | -17.2% | +63.1% | +57.2% |
| All | +50.1% | -19.3% | +69.4% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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