+142.5%
FCX vs ACM
+233.3%
-90.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -4.9% | +5.4% | -10.3% | -8.4% |
| 30D | -17.1% | +15.1% | -32.2% | -25.4% |
| 3M | -12.7% | -10.5% | -2.2% | -7.5% |
| 6M | -2.0% | -19.7% | +17.7% | +9.9% |
| YTD | +18.1% | -28.8% | +46.9% | +42.5% |
| 1Y | +55.2% | -47.9% | +103.0% | +133.4% |
| 3Y | +74.3% | -12.4% | +86.7% | +74.4% |
| 5Y | +71.9% | +0.6% | +71.3% | +55.9% |
| 10Y | +498.4% | +161.3% | +337.1% | +155.3% |
| All | +142.5% | +233.3% | -90.8% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling