+114.3%
FCX vs AMT
-31.6%
+145.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -4.9% | -0.2% | -4.7% | -4.9% |
| 30D | +4.8% | +4.6% | +0.2% | +3.7% |
| 3M | +4.6% | -8.4% | +13.1% | +6.4% |
| 6M | +10.8% | -6.0% | +16.9% | +11.8% |
| YTD | +44.2% | +2.1% | +42.1% | +41.8% |
| 1Y | +59.6% | -6.4% | +65.9% | +60.5% |
| 3Y | +82.2% | +8.1% | +74.2% | +65.9% |
| All | +114.3% | -31.6% | +145.9% | +102.7% |
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 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