+61.5%
FCX vs ACI
-43.3%
+104.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +3.2% |
| 7D | -4.9% | -2.2% | -2.7% | -4.5% |
| 30D | -17.1% | +10.3% | -27.4% | -18.7% |
| 3M | -12.7% | +7.2% | -19.9% | -14.1% |
| 6M | -2.0% | -18.0% | +16.0% | +0.6% |
| YTD | +18.1% | -22.0% | +40.1% | +21.7% |
| 1Y | +55.2% | -23.4% | +78.5% | +60.6% |
| 3Y | +74.3% | -35.8% | +110.2% | +88.4% |
| All | +61.5% | -43.3% | +104.8% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling