+88.8%
FCX vs AMRZ
-19.2%
+108.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.5% |
| 7D | +3.1% | -4.7% | +7.8% | +5.0% |
| 30D | +8.1% | -11.3% | +19.4% | +13.7% |
| 3M | +18.9% | -22.1% | +41.0% | +32.1% |
| 6M | +26.6% | -29.6% | +56.2% | +46.4% |
| YTD | +51.2% | -23.3% | +74.5% | +68.3% |
| 1Y | +75.6% | -23.7% | +99.3% | +89.0% |
| All | +88.8% | -19.2% | +108.0% | +99.4% |
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