+70.4%
FCX vs ACN
-24.3%
+94.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +5.5% |
| 7D | -1.0% | -2.5% | +1.5% | -0.5% |
| 30D | -15.2% | +22.6% | -37.9% | -20.1% |
| 3M | -10.3% | +45.9% | -56.2% | -20.5% |
| 6M | +1.6% | +43.8% | -42.3% | -10.9% |
| YTD | +23.9% | -2.5% | +26.3% | +28.1% |
| 1Y | +58.0% | +6.5% | +51.5% | +54.8% |
| 3Y | +94.6% | -14.2% | +108.8% | +106.7% |
| 5Y | +70.4% | -24.4% | +94.8% | +87.7% |
| All | +70.4% | -24.3% | +94.6% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling