+172.2%
FCX vs ABCL
-80.4%
+252.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.1% | +7.1% | +3.7% |
| 7D | -0.8% | -2.7% | +1.9% | -0.3% |
| 30D | -15.1% | -5.4% | -9.6% | -14.5% |
| 3M | -9.6% | +22.4% | -32.0% | -13.5% |
| 6M | -3.1% | +127.6% | -130.7% | -18.8% |
| YTD | +23.4% | +249.4% | -226.0% | -5.2% |
| 1Y | +52.7% | +198.0% | -145.3% | +20.2% |
| 3Y | +91.4% | +195.8% | -104.4% | +41.3% |
| 5Y | +62.7% | -20.6% | +83.3% | +40.3% |
| All | +172.2% | -80.4% | +252.6% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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