+76.4%
FCX vs ACWI
+330.0%
-253.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.7% |
| 7D | -4.9% | -2.4% | -2.5% | -0.7% |
| 30D | -17.1% | -5.2% | -11.9% | -8.7% |
| 3M | -12.7% | -4.8% | -7.8% | -4.3% |
| 6M | -2.0% | -1.3% | -0.7% | +2.1% |
| YTD | +18.1% | +8.4% | +9.7% | +5.8% |
| 1Y | +55.2% | +11.0% | +44.1% | +33.6% |
| 3Y | +74.3% | +70.6% | +3.8% | -26.1% |
| 5Y | +71.9% | +55.3% | +16.6% | -11.7% |
| 10Y | +498.4% | +223.2% | +275.2% | -1.4% |
| All | +76.4% | +330.0% | -253.5% | -76.0% |
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