+1,592.8%
FCX vs AMT
+1,311.4%
+281.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.1% |
| 6M | +10.8% | -6.0% | +16.9% | +11.5% |
| YTD | +44.2% | +2.1% | +42.1% | +42.2% |
| 1Y | +59.6% | -6.4% | +65.9% | +60.0% |
| 3Y | +82.2% | +8.1% | +74.2% | +74.4% |
| 5Y | +115.6% | -31.9% | +147.5% | +126.7% |
| 10Y | +670.6% | +97.1% | +573.4% | +543.5% |
| All | +1,592.8% | +1,311.4% | +281.5% | +827.1% |
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