+1,222.6%
FCX vs ATI
+915.7%
+306.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +0.3% |
| 7D | -4.9% | +6.2% | -11.0% | -7.9% |
| 30D | -17.1% | -7.1% | -10.1% | -14.3% |
| 3M | -12.7% | -21.3% | +8.7% | -2.1% |
| 6M | -2.0% | +6.5% | -8.5% | -6.6% |
| YTD | +18.1% | +53.2% | -35.1% | -7.1% |
| 1Y | +55.2% | +82.7% | -27.5% | +11.3% |
| 3Y | +74.3% | +314.3% | -240.0% | -25.1% |
| 5Y | +71.9% | +890.9% | -819.0% | -55.3% |
| 10Y | +498.4% | +1,142.3% | -644.0% | +9.2% |
| All | +1,222.6% | +915.7% | +306.9% | +140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling