+395.9%
FCX vs ACN
+150.4%
+245.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.9% | +3.9% |
| 7D | -0.8% | -4.0% | +3.2% | +1.0% |
| 30D | -15.1% | +19.0% | -34.1% | -23.2% |
| 3M | -9.6% | +42.2% | -51.8% | -27.6% |
| 6M | -3.1% | +50.1% | -53.2% | -28.2% |
| YTD | +23.4% | -2.7% | +26.2% | +18.1% |
| 1Y | +52.7% | +7.6% | +45.1% | +34.7% |
| 3Y | +91.4% | -15.9% | +107.3% | +93.0% |
| 5Y | +62.7% | -24.4% | +87.1% | +75.1% |
| 10Y | +395.9% | +151.4% | +244.5% | +117.7% |
| All | +395.9% | +150.4% | +245.5% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling