+75.6%
FCX vs ACN
-29.6%
+105.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.7% |
| 7D | +3.1% | -6.3% | +9.4% | +2.4% |
| 30D | +8.1% | -1.4% | +9.5% | +8.0% |
| 3M | +18.9% | +2.6% | +16.4% | +21.1% |
| 6M | +26.6% | -14.3% | +40.9% | +28.5% |
| YTD | +51.2% | -33.1% | +84.3% | +52.7% |
| 1Y | +75.6% | -28.8% | +104.3% | +73.5% |
| All | +75.6% | -29.6% | +105.2% | +73.5% |
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