+134.6%
FCX vs ACHR
-44.8%
+179.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.7% | +5.2% | +0.3% |
| 7D | +3.1% | -2.7% | +5.8% | +3.5% |
| 30D | +8.1% | -12.1% | +20.3% | +9.8% |
| 3M | +18.9% | +3.4% | +15.6% | +17.0% |
| 6M | +26.6% | -15.6% | +42.2% | +28.3% |
| YTD | +51.2% | -26.9% | +78.0% | +55.6% |
| 1Y | +75.6% | -34.8% | +110.3% | +82.1% |
| 3Y | +101.7% | -19.2% | +121.0% | +87.7% |
| 5Y | +134.6% | -43.8% | +178.4% | +77.6% |
| All | +134.6% | -44.8% | +179.5% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling