+373.5%
FCX vs ATI
+961.4%
-587.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -0.2% |
| 7D | -0.3% | +4.2% | -4.5% | -2.2% |
| 30D | -14.7% | -2.5% | -12.2% | -14.0% |
| 3M | -11.2% | -19.4% | +8.3% | -2.4% |
| 6M | -11.4% | +11.1% | -22.5% | -16.8% |
| YTD | +17.7% | +59.5% | -41.8% | -7.1% |
| 1Y | +47.5% | +85.8% | -38.3% | +8.3% |
| 3Y | +83.9% | +311.9% | -228.0% | -14.4% |
| 5Y | +54.0% | +963.2% | -909.3% | -56.2% |
| All | +373.5% | +961.4% | -587.8% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling