+134.6%
FCX vs ABNB
+4.1%
+130.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.5% |
| 7D | +3.1% | -7.4% | +10.5% | +5.8% |
| 30D | +8.1% | -8.2% | +16.3% | +11.1% |
| 3M | +18.9% | +29.1% | -10.2% | +6.7% |
| 6M | +26.6% | +26.6% | 0.0% | +14.3% |
| YTD | +51.2% | +25.0% | +26.2% | +36.4% |
| 1Y | +75.6% | +37.0% | +38.5% | +52.6% |
| 3Y | +101.7% | +16.3% | +85.4% | +79.9% |
| 5Y | +134.6% | +2.2% | +132.4% | +100.3% |
| All | +134.6% | +4.1% | +130.6% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling