+61.5%
FCX vs ACM
-2.7%
+64.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -4.9% | +5.4% | -10.3% | -7.7% |
| 30D | -17.1% | +15.1% | -32.2% | -23.7% |
| 3M | -12.7% | -10.5% | -2.2% | -7.8% |
| 6M | -2.0% | -19.7% | +17.7% | +9.5% |
| YTD | +18.1% | -28.8% | +46.9% | +41.2% |
| 1Y | +55.2% | -47.9% | +103.0% | +133.4% |
| 3Y | +74.3% | -12.4% | +86.7% | +62.2% |
| All | +61.5% | -2.7% | +64.2% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling