+55.4%
FCX vs AMT
-15.7%
+71.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -0.3% | +1.5% | -1.8% | -0.6% |
| 30D | -14.7% | +6.8% | -21.5% | -16.1% |
| 3M | -11.2% | +11.2% | -22.4% | -13.4% |
| 6M | -11.4% | +12.5% | -23.9% | -14.5% |
| YTD | +17.7% | +12.5% | +5.2% | +13.0% |
| 1Y | +47.5% | +10.1% | +37.4% | +42.4% |
| 3Y | +83.9% | +16.0% | +67.9% | +64.9% |
| All | +55.4% | -15.7% | +71.0% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling