+386.3%
FCX vs ACGL
+332.0%
+54.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.7% |
| 7D | -2.4% | +1.3% | -3.6% | -3.1% |
| 30D | -18.0% | +14.2% | -32.2% | -23.6% |
| 3M | -14.3% | +11.1% | -25.4% | -19.4% |
| 6M | -1.7% | +16.4% | -18.1% | -11.1% |
| YTD | +19.8% | +13.8% | +6.1% | +8.6% |
| 1Y | +48.6% | +21.6% | +27.1% | +29.6% |
| 3Y | +85.8% | +33.5% | +52.3% | +46.4% |
| 5Y | +72.2% | +174.8% | -102.6% | -19.0% |
| 10Y | +386.3% | +330.4% | +55.9% | +72.2% |
| All | +386.3% | +332.0% | +54.3% | +72.2% |
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