+430.7%
FCX vs ACM
+147.1%
+283.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.3% | +1.2% |
| 7D | -1.0% | +6.9% | -7.9% | -5.5% |
| 30D | -15.2% | +19.1% | -34.3% | -25.2% |
| 3M | -10.3% | -6.9% | -3.3% | -7.5% |
| 6M | +1.6% | -12.0% | +13.6% | +6.9% |
| YTD | +23.9% | -25.1% | +49.0% | +44.6% |
| 1Y | +58.0% | -45.4% | +103.4% | +132.8% |
| 3Y | +94.6% | -6.9% | +101.5% | +83.5% |
| 5Y | +70.4% | +3.7% | +66.6% | +47.8% |
| 10Y | +430.7% | +135.8% | +294.9% | +159.0% |
| All | +430.7% | +147.1% | +283.5% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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