+373.5%
FCX vs ACN
+148.3%
+225.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.3% | -3.8% | +3.5% | +1.5% |
| 30D | -14.7% | +16.5% | -31.3% | -22.1% |
| 3M | -11.2% | +41.5% | -52.6% | -28.7% |
| 6M | -11.4% | +60.1% | -71.5% | -37.1% |
| YTD | +17.7% | -3.9% | +21.7% | +13.4% |
| 1Y | +47.5% | +4.1% | +43.4% | +33.0% |
| 3Y | +83.9% | -15.9% | +99.7% | +84.6% |
| 5Y | +54.0% | -26.3% | +80.3% | +68.8% |
| All | +373.5% | +148.3% | +225.3% | +113.0% |
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 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