+92.8%
FCX vs ABNB
+54.1%
+38.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.1% | +4.0% |
| 7D | -0.8% | +2.7% | -3.5% | -1.8% |
| 30D | -15.1% | +10.8% | -25.8% | -18.2% |
| 3M | -9.6% | -2.1% | -7.5% | -9.6% |
| 6M | -3.1% | +32.2% | -35.2% | -14.4% |
| YTD | +23.4% | +33.5% | -10.0% | +7.9% |
| 1Y | +52.7% | +47.8% | +4.8% | +27.6% |
| All | +92.8% | +54.1% | +38.7% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling