+661.8%
FCX vs ACGL
+270.2%
+391.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +1.1% |
| 7D | -4.9% | -0.7% | -4.1% | -4.6% |
| 30D | +4.8% | -1.0% | +5.8% | +5.2% |
| 3M | +4.6% | +11.0% | -6.4% | -2.4% |
| 6M | +10.8% | -0.3% | +11.2% | +9.1% |
| YTD | +44.2% | +2.3% | +41.9% | +38.8% |
| 1Y | +59.6% | +6.4% | +53.2% | +49.2% |
| 3Y | +82.2% | +34.0% | +48.3% | +41.1% |
| 5Y | +115.6% | +161.6% | -46.0% | +3.4% |
| All | +661.8% | +270.2% | +391.7% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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