+126.7%
FCX vs ACI
-43.1%
+169.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -4.9% | +0.2% | -5.0% | -4.9% |
| 30D | +4.8% | +5.9% | -1.1% | +3.7% |
| 3M | +4.6% | -19.8% | +24.4% | +8.0% |
| 6M | +10.8% | -24.7% | +35.6% | +15.2% |
| YTD | +44.2% | -24.4% | +68.6% | +49.3% |
| 1Y | +59.6% | -31.5% | +91.1% | +69.1% |
| 3Y | +82.2% | -38.7% | +120.9% | +97.4% |
| All | +126.7% | -43.1% | +169.8% | +139.7% |
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 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