+87.6%
FCX vs ABCL
+189.1%
-101.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.2% |
| 7D | +4.4% | +4.4% | 0.0% | +3.6% |
| 30D | -16.3% | -7.9% | -8.5% | -15.4% |
| 3M | -12.5% | +12.2% | -24.7% | -15.2% |
| 6M | -8.0% | +134.7% | -142.8% | -24.7% |
| YTD | +20.1% | +239.8% | -219.6% | -10.0% |
| 1Y | +45.9% | +192.7% | -146.8% | +12.3% |
| All | +87.6% | +189.1% | -101.4% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling