+59.6%
FCX vs ACN
-24.8%
+84.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | -0.1% |
| 7D | -4.9% | -1.5% | -3.3% | -5.0% |
| 30D | +4.8% | +9.4% | -4.6% | +5.9% |
| 3M | +4.6% | +5.6% | -1.0% | +6.9% |
| 6M | +10.8% | -9.3% | +20.1% | +13.4% |
| YTD | +44.2% | -29.0% | +73.2% | +47.3% |
| 1Y | +59.6% | -24.7% | +84.2% | +59.0% |
| All | +59.6% | -24.8% | +84.3% | +59.0% |
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