+169.5%
FCX vs ABNB
+24.1%
+145.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.1% | +3.9% |
| 7D | -0.8% | +2.7% | -3.5% | -1.7% |
| 30D | -15.1% | +10.8% | -25.8% | -17.9% |
| 3M | -9.6% | -2.1% | -7.5% | -9.6% |
| 6M | -3.1% | +32.2% | -35.2% | -12.6% |
| YTD | +23.4% | +33.5% | -10.0% | +10.5% |
| 1Y | +52.7% | +47.8% | +4.8% | +32.2% |
| 3Y | +91.4% | +53.3% | +38.1% | +60.5% |
| 5Y | +62.7% | -5.5% | +68.2% | +40.9% |
| All | +169.5% | +24.1% | +145.4% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling