+115.5%
FCX vs ACWI
+356.8%
-241.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | -4.9% | +0.5% | -5.4% | -5.7% |
| 30D | +4.8% | +0.9% | +3.9% | +3.3% |
| 3M | +4.6% | +2.4% | +2.2% | +1.4% |
| 6M | +10.8% | +12.4% | -1.5% | -7.5% |
| YTD | +44.2% | +15.2% | +29.1% | +15.7% |
| 1Y | +59.6% | +22.7% | +36.9% | +15.5% |
| 3Y | +82.2% | +75.8% | +6.5% | -27.0% |
| 5Y | +115.6% | +67.7% | +47.9% | -3.2% |
| 10Y | +670.6% | +229.0% | +441.6% | +23.1% |
| All | +115.5% | +356.8% | -241.4% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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