+660.2%
FCX vs ACI
+18.9%
+641.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | +3.1% | -5.0% | +8.2% | +3.8% |
| 30D | +8.1% | -2.3% | +10.4% | +8.3% |
| 3M | +18.9% | -23.2% | +42.1% | +22.7% |
| 6M | +26.6% | -29.5% | +56.1% | +31.9% |
| YTD | +51.2% | -28.6% | +79.8% | +56.7% |
| 1Y | +75.6% | -34.0% | +109.6% | +84.2% |
| 3Y | +101.7% | -45.0% | +146.7% | +118.1% |
| 5Y | +134.6% | -44.0% | +178.6% | +148.0% |
| All | +660.2% | +18.9% | +641.4% | +705.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling