+1,286.0%
FCX vs AMT
+1,431.6%
-145.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.2% |
| 7D | -4.9% | +0.5% | -5.4% | -5.0% |
| 30D | -17.1% | +13.6% | -30.7% | -19.5% |
| 3M | -12.7% | +11.5% | -24.1% | -14.9% |
| 6M | -2.0% | +6.9% | -8.9% | -4.1% |
| YTD | +18.1% | +10.8% | +7.3% | +14.2% |
| 1Y | +55.2% | +10.3% | +44.8% | +50.2% |
| 3Y | +74.3% | +12.4% | +61.9% | +65.4% |
| 5Y | +71.9% | -20.1% | +92.0% | +74.6% |
| 10Y | +498.4% | +116.8% | +381.5% | +388.6% |
| All | +1,286.0% | +1,431.6% | -145.6% | +644.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling