+83.9%
FCX vs ACM
-9.1%
+93.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -0.3% | +5.6% | -5.9% | -2.3% |
| 30D | -14.7% | +20.8% | -35.5% | -20.6% |
| 3M | -11.2% | +11.4% | -22.6% | -15.1% |
| 6M | -11.4% | +0.9% | -12.3% | -12.6% |
| YTD | +17.7% | -24.8% | +42.5% | +31.9% |
| 1Y | +47.5% | -46.4% | +93.9% | +102.1% |
| 3Y | +83.9% | -9.2% | +93.1% | +77.5% |
| All | +83.9% | -9.1% | +93.0% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling