+217.8%
FCX vs ACHR
-43.7%
+261.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -4.9% | -0.7% | -4.2% | -4.8% |
| 30D | +4.8% | +9.8% | -5.0% | +2.8% |
| 3M | +4.6% | -10.5% | +15.1% | +5.2% |
| 6M | +10.8% | -15.5% | +26.4% | +12.3% |
| YTD | +44.2% | -24.1% | +68.3% | +47.7% |
| 1Y | +59.6% | -32.4% | +92.0% | +64.7% |
| 3Y | +82.2% | -11.6% | +93.9% | +67.2% |
| 5Y | +115.6% | -42.9% | +158.5% | +85.2% |
| All | +217.8% | -43.7% | +261.5% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling