+218.0%
FCX vs ABCL
-81.3%
+299.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -4.9% | +0.7% | -5.6% | -5.0% |
| 30D | +4.8% | +93.1% | -88.3% | -7.8% |
| 3M | +4.6% | +79.4% | -74.8% | -7.5% |
| 6M | +10.8% | +214.9% | -204.1% | -12.0% |
| YTD | +44.2% | +234.2% | -190.0% | +12.3% |
| 1Y | +59.6% | +174.8% | -115.2% | +27.1% |
| 3Y | +82.2% | +104.5% | -22.2% | +42.9% |
| 5Y | +115.6% | -39.0% | +154.6% | +92.5% |
| All | +218.0% | -81.3% | +299.3% | +248.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling