+520.9%
FCX vs ACI
+32.1%
+488.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.2% |
| 7D | -0.8% | -5.3% | +4.5% | -0.1% |
| 30D | -15.1% | +5.0% | -20.1% | -15.7% |
| 3M | -9.6% | +7.5% | -17.1% | -10.7% |
| 6M | -3.1% | -16.0% | +13.0% | -1.5% |
| YTD | +23.4% | -20.6% | +44.1% | +25.9% |
| 1Y | +52.7% | -23.5% | +76.2% | +56.8% |
| 3Y | +91.4% | -32.1% | +123.5% | +99.7% |
| 5Y | +62.7% | -42.5% | +105.2% | +70.4% |
| All | +520.9% | +32.1% | +488.7% | +547.6% |
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