+60.4%
FCX vs AMT
-7.4%
+67.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.8% |
| 7D | -1.9% | -2.7% | +0.8% | -2.3% |
| 30D | +3.4% | +2.0% | +1.4% | +3.8% |
| 3M | +15.0% | -9.3% | +24.3% | +14.8% |
| 6M | +14.6% | -5.2% | +19.9% | +15.2% |
| YTD | +41.2% | +0.5% | +40.7% | +41.0% |
| 1Y | +60.4% | -7.3% | +67.6% | +60.9% |
| All | +60.4% | -7.4% | +67.8% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling