+386.3%
FCX vs ATI
+1,024.4%
-638.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.7% |
| 7D | -2.4% | +1.3% | -3.7% | -2.9% |
| 30D | -18.0% | -4.8% | -13.2% | -16.4% |
| 3M | -14.3% | -19.9% | +5.6% | -5.5% |
| 6M | -1.7% | +15.4% | -17.1% | -9.4% |
| YTD | +19.8% | +59.2% | -39.4% | -5.3% |
| 1Y | +48.6% | +86.3% | -37.6% | +9.1% |
| 3Y | +85.8% | +318.2% | -232.4% | -14.1% |
| 5Y | +72.2% | +958.6% | -886.4% | -50.8% |
| 10Y | +386.3% | +996.8% | -610.5% | +22.0% |
| All | +386.3% | +1,024.4% | -638.1% | +22.0% |
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