+813.3%
FCX vs ACGL
+4,853.1%
-4,039.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +3.7% |
| 7D | -4.9% | +0.9% | -5.7% | -5.2% |
| 30D | -17.1% | +13.7% | -30.9% | -21.1% |
| 3M | -12.7% | +8.0% | -20.7% | -15.5% |
| 6M | -2.0% | +13.3% | -15.3% | -7.7% |
| YTD | +18.1% | +11.8% | +6.2% | +11.1% |
| 1Y | +55.2% | +22.2% | +32.9% | +41.1% |
| 3Y | +74.3% | +32.5% | +41.8% | +50.4% |
| 5Y | +71.9% | +160.2% | -88.3% | +13.4% |
| 10Y | +498.4% | +338.5% | +159.8% | +230.1% |
| All | +813.3% | +4,853.1% | -4,039.7% | +231.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling