+173.1%
FCX vs ABCL
-79.5%
+252.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.3% | +4.0% |
| 7D | -1.0% | +12.4% | -13.4% | -3.0% |
| 30D | -15.2% | -0.4% | -14.9% | -15.4% |
| 3M | -10.3% | +80.4% | -90.7% | -20.4% |
| 6M | +1.6% | +138.5% | -137.0% | -15.5% |
| YTD | +23.9% | +265.5% | -241.6% | -5.5% |
| 1Y | +58.0% | +219.7% | -161.7% | +23.0% |
| 3Y | +94.6% | +209.4% | -114.8% | +42.6% |
| 5Y | +70.4% | -15.0% | +85.4% | +45.4% |
| All | +173.1% | -79.5% | +252.6% | +193.4% |
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