+47.5%
FCX vs ACI
-23.3%
+70.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.1% |
| 7D | -0.3% | +2.3% | -2.6% | 0.0% |
| 30D | -14.7% | +1.2% | -16.0% | -14.4% |
| 3M | -11.2% | +6.8% | -18.0% | -10.1% |
| 6M | -11.4% | -18.7% | +7.3% | -13.8% |
| YTD | +17.7% | -20.2% | +37.9% | +14.3% |
| 1Y | +47.5% | -23.7% | +71.2% | +44.8% |
| All | +47.5% | -23.3% | +70.8% | +44.8% |
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