+159.4%
FCX vs ACHR
-60.3%
+219.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.9% | +4.9% | -0.9% |
| 7D | -0.3% | -9.2% | +8.9% | +1.2% |
| 30D | -14.7% | -1.0% | -13.7% | -14.7% |
| 3M | -11.2% | -42.2% | +31.0% | -3.8% |
| 6M | -11.4% | -38.2% | +26.8% | -6.1% |
| YTD | +17.7% | -46.4% | +64.1% | +26.7% |
| 1Y | +47.5% | -49.4% | +96.9% | +59.6% |
| 3Y | +83.9% | -22.5% | +106.4% | +73.3% |
| 5Y | +54.0% | -29.8% | +83.7% | +30.8% |
| All | +159.4% | -60.3% | +219.7% | +114.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling