+60.3%
FCX vs ACI
-18.4%
+78.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.8% |
| 7D | -6.0% | +4.5% | -10.5% | -5.3% |
| 30D | -13.6% | +20.9% | -34.4% | -11.3% |
| 3M | -6.8% | +15.2% | -22.0% | -4.8% |
| 6M | +13.2% | -13.3% | +26.5% | +11.1% |
| YTD | +24.4% | -16.2% | +40.6% | +21.4% |
| 1Y | +60.3% | -16.9% | +77.2% | +56.2% |
| All | +60.3% | -18.4% | +78.7% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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