+613.6%
FCX vs ATI
+1,155.5%
-541.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.7% | -2.9% | -4.8% |
| 7D | -1.9% | -2.7% | +0.8% | -0.6% |
| 30D | +3.4% | -13.5% | +16.9% | +10.6% |
| 3M | +15.0% | +8.5% | +6.5% | +9.9% |
| 6M | +14.6% | +25.2% | -10.5% | +2.2% |
| YTD | +41.2% | +73.4% | -32.2% | +8.0% |
| 1Y | +60.4% | +160.5% | -100.1% | +0.6% |
| 3Y | +88.4% | +347.3% | -258.9% | -14.9% |
| 5Y | +115.0% | +1,049.0% | -933.9% | -40.5% |
| All | +613.6% | +1,155.5% | -541.9% | +62.8% |
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