+57.1%
FCX vs ACGL
+176.7%
-119.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +4.4% | -1.2% | +5.6% | +4.7% |
| 30D | -16.3% | +12.8% | -29.1% | -19.0% |
| 3M | -12.5% | +12.3% | -24.8% | -15.3% |
| 6M | -8.0% | +15.8% | -23.9% | -12.6% |
| YTD | +20.1% | +13.9% | +6.2% | +14.1% |
| 1Y | +45.9% | +19.0% | +26.9% | +36.1% |
| 3Y | +86.2% | +33.7% | +52.6% | +60.9% |
| 5Y | +57.1% | +173.4% | -116.3% | -21.6% |
| All | +57.1% | +176.7% | -119.6% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling