+701.1%
FCX vs AMT
+94.9%
+606.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.4% | +5.4% |
| 7D | +5.7% | -0.2% | +5.9% | +5.7% |
| 30D | +10.1% | +1.8% | +8.2% | +9.3% |
| 3M | +20.2% | -6.2% | +26.4% | +21.8% |
| 6M | +29.7% | -5.0% | +34.7% | +30.4% |
| YTD | +51.9% | +2.1% | +49.9% | +48.7% |
| 1Y | +66.0% | -5.7% | +71.7% | +66.4% |
| 3Y | +102.7% | +7.9% | +94.8% | +86.2% |
| 5Y | +138.9% | -32.3% | +171.2% | +158.3% |
| 10Y | +701.1% | +95.0% | +606.1% | +696.7% |
| All | +701.1% | +94.9% | +606.2% | +696.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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