+48.6%
FCX vs ABCL
+198.8%
-150.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | -2.4% | +2.3% | -4.7% | -2.7% |
| 30D | -18.0% | -0.7% | -17.3% | -18.1% |
| 3M | -14.3% | +33.4% | -47.7% | -19.0% |
| 6M | -1.7% | +137.8% | -139.5% | -19.5% |
| YTD | +19.8% | +264.3% | -244.5% | -14.4% |
| 1Y | +48.6% | +209.2% | -160.5% | +11.4% |
| All | +48.6% | +198.8% | -150.2% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling