+210.5%
FCX vs ACHR
-45.0%
+255.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.6% |
| 7D | -2.3% | -2.3% | 0.0% | -1.9% |
| 30D | +2.7% | -11.3% | +14.0% | +4.3% |
| 3M | +7.4% | +5.3% | +2.1% | +5.3% |
| 6M | +16.0% | -13.2% | +29.2% | +17.1% |
| YTD | +40.9% | -25.8% | +66.7% | +44.8% |
| 1Y | +56.4% | -34.3% | +90.7% | +62.2% |
| 3Y | +84.2% | -19.9% | +104.2% | +71.2% |
| 5Y | +114.6% | -42.7% | +157.3% | +84.1% |
| All | +210.5% | -45.0% | +255.5% | +145.5% |
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 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