+89.8%
FCX vs AMRZ
-17.3%
+107.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.3% | +9.6% | +7.2% |
| 7D | +5.7% | -2.0% | +7.7% | +6.4% |
| 30D | +10.1% | -9.8% | +19.9% | +14.9% |
| 3M | +20.2% | -17.2% | +37.4% | +29.7% |
| 6M | +29.7% | -26.9% | +56.6% | +47.6% |
| YTD | +51.9% | -21.5% | +73.4% | +67.4% |
| 1Y | +66.0% | -22.9% | +88.9% | +76.9% |
| All | +89.8% | -17.3% | +107.1% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling