+60.3%
FCX vs ACHR
-58.8%
+119.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | -6.0% | -5.1% | -0.9% | -4.6% |
| 30D | -13.6% | -12.7% | -0.9% | -10.5% |
| 3M | -6.8% | -22.4% | +15.6% | -2.4% |
| 6M | +13.2% | -28.6% | +41.8% | +21.1% |
| YTD | +24.4% | -45.2% | +69.6% | +39.3% |
| 1Y | +60.3% | -56.9% | +117.2% | +89.5% |
| All | +60.3% | -58.8% | +119.1% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 1y: compounded portfolio wealth divided by compounded ACHR 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…
1y analysis · Full analysis span regression · 6 months rolling