+52.7%
FCX vs AMT
+9.1%
+43.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -0.8% | -2.4% | +1.6% | -0.9% |
| 30D | -15.1% | +4.2% | -19.3% | -14.8% |
| 3M | -9.6% | +13.4% | -23.0% | -8.8% |
| 6M | -3.1% | +9.4% | -12.4% | -2.4% |
| YTD | +23.4% | +11.7% | +11.8% | +23.0% |
| 1Y | +52.7% | +7.1% | +45.5% | +55.4% |
| All | +52.7% | +9.1% | +43.6% | +55.4% |
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