+56.4%
FCX vs ABNB
+37.6%
+18.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -2.3% | -6.5% | +4.2% | -1.2% |
| 30D | +2.7% | -5.5% | +8.2% | +3.5% |
| 3M | +7.4% | +30.0% | -22.7% | -0.5% |
| 6M | +16.0% | +27.6% | -11.6% | +7.4% |
| YTD | +40.9% | +25.4% | +15.5% | +30.3% |
| 1Y | +56.4% | +38.3% | +18.1% | +40.0% |
| All | +56.4% | +37.6% | +18.8% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling