+48.6%
FCX vs ATI
+85.0%
-36.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.6% |
| 7D | -2.4% | +1.3% | -3.7% | -3.0% |
| 30D | -18.0% | -4.8% | -13.2% | -15.7% |
| 3M | -14.3% | -19.9% | +5.6% | -2.2% |
| 6M | -1.7% | +15.4% | -17.1% | -14.3% |
| YTD | +19.8% | +59.2% | -39.4% | -20.1% |
| 1Y | +48.6% | +86.3% | -37.6% | -10.8% |
| All | +48.6% | +85.0% | -36.3% | -10.8% |
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 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