+386.3%
FCX vs AMT
+125.6%
+260.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -4.0% | -3.4% |
| 7D | -2.4% | +1.6% | -4.0% | -2.9% |
| 30D | -18.0% | +4.5% | -22.4% | -19.2% |
| 3M | -14.3% | +13.8% | -28.1% | -17.7% |
| 6M | -1.7% | +10.0% | -11.8% | -5.6% |
| YTD | +19.8% | +11.8% | +8.1% | +13.9% |
| 1Y | +48.6% | +10.2% | +38.4% | +41.9% |
| 3Y | +85.8% | +15.1% | +70.7% | +67.8% |
| 5Y | +72.2% | -18.8% | +91.1% | +75.3% |
| 10Y | +386.3% | +133.7% | +252.6% | +415.9% |
| All | +386.3% | +125.6% | +260.7% | +415.9% |
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