+160.4%
FCX vs ABCL
-80.5%
+240.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.1% | +1.5% |
| 7D | -4.9% | -3.2% | -1.7% | -4.5% |
| 30D | -17.1% | -7.4% | -9.7% | -16.3% |
| 3M | -12.7% | +81.9% | -94.6% | -22.6% |
| 6M | -2.0% | +135.7% | -137.7% | -18.4% |
| YTD | +18.1% | +247.4% | -229.3% | -9.2% |
| 1Y | +55.2% | +162.3% | -107.1% | +24.6% |
| 3Y | +74.3% | +165.5% | -91.1% | +30.9% |
| 5Y | +71.9% | -21.3% | +93.2% | +48.5% |
| All | +160.4% | -80.5% | +240.9% | +182.1% |
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