+1,600.2%
FCX vs ACN
+2,379.5%
-779.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +6.1% |
| 7D | -1.0% | -2.5% | +1.5% | +0.1% |
| 30D | -15.2% | +22.6% | -37.9% | -24.6% |
| 3M | -10.3% | +45.9% | -56.2% | -29.0% |
| 6M | +1.6% | +43.8% | -42.3% | -22.8% |
| YTD | +23.9% | -2.5% | +26.3% | +13.6% |
| 1Y | +58.0% | +6.5% | +51.5% | +37.2% |
| 3Y | +94.6% | -14.2% | +108.8% | +86.3% |
| 5Y | +70.4% | -24.4% | +94.8% | +73.9% |
| 10Y | +430.7% | +156.3% | +274.3% | +182.2% |
| All | +1,600.2% | +2,379.5% | -779.3% | +287.9% |
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