+138.9%
FCX vs ACN
-42.9%
+181.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.1% | +9.5% | +6.6% |
| 7D | +5.7% | -4.8% | +10.5% | +7.2% |
| 30D | +10.1% | +1.9% | +8.2% | +9.1% |
| 3M | +20.2% | +3.9% | +16.3% | +17.3% |
| 6M | +29.7% | -15.0% | +44.7% | +36.7% |
| YTD | +51.9% | -31.9% | +83.8% | +76.0% |
| 1Y | +66.0% | -28.5% | +94.5% | +85.9% |
| 3Y | +102.7% | -41.9% | +144.6% | +146.1% |
| 5Y | +138.9% | -42.9% | +181.7% | +173.5% |
| All | +138.9% | -42.9% | +181.8% | +173.5% |
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 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