+1,879.6%
FCX vs ACN
+1,705.6%
+174.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +2.0% |
| 7D | -4.9% | -1.5% | -3.3% | -4.2% |
| 30D | +4.8% | +9.4% | -4.6% | -0.3% |
| 3M | +4.6% | +5.6% | -1.0% | -2.1% |
| 6M | +10.8% | -9.3% | +20.1% | +10.3% |
| YTD | +44.2% | -29.0% | +73.2% | +61.3% |
| 1Y | +59.6% | -24.7% | +84.2% | +71.4% |
| 3Y | +82.2% | -39.8% | +122.1% | +117.2% |
| 5Y | +115.6% | -40.9% | +156.5% | +157.5% |
| 10Y | +670.6% | +91.1% | +579.4% | +393.0% |
| All | +1,879.6% | +1,705.6% | +174.0% | +450.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling