+75.6%
FCX vs ATI
+166.4%
-90.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +3.1% | +2.4% | +0.7% | +1.6% |
| 30D | +8.1% | -9.5% | +17.6% | +14.0% |
| 3M | +18.9% | +10.4% | +8.6% | +10.5% |
| 6M | +26.6% | +31.8% | -5.2% | +4.5% |
| YTD | +51.2% | +80.0% | -28.8% | +8.1% |
| 1Y | +75.6% | +175.8% | -100.3% | +9.3% |
| All | +75.6% | +166.4% | -90.9% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling