+157.0%
FCX vs ABNB
+27.9%
+129.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.9% |
| 7D | -0.3% | -1.7% | +1.4% | +0.1% |
| 30D | -14.7% | +11.8% | -26.5% | -17.8% |
| 3M | -11.2% | +0.9% | -12.1% | -12.0% |
| 6M | -11.4% | +40.5% | -51.9% | -21.6% |
| YTD | +17.7% | +37.6% | -19.9% | +4.4% |
| 1Y | +47.5% | +54.1% | -6.6% | +26.0% |
| 3Y | +83.9% | +56.8% | +27.1% | +53.1% |
| 5Y | +54.0% | -9.6% | +63.5% | +32.9% |
| All | +157.0% | +27.9% | +129.0% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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