+60.3%
FCX vs ACN
+10.1%
+50.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +2.0% |
| 7D | -6.0% | +8.6% | -14.6% | -4.6% |
| 30D | -13.6% | +36.6% | -50.2% | -8.9% |
| 3M | -6.8% | +56.3% | -63.1% | +0.7% |
| 6M | +13.2% | +49.7% | -36.5% | +23.9% |
| YTD | +24.4% | +1.3% | +23.1% | +30.2% |
| 1Y | +60.3% | +11.9% | +48.4% | +61.3% |
| All | +60.3% | +10.1% | +50.2% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling