+1,278.0%
AAPL vs FCX
+688.3%
+589.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +3.8% | -2.3% | +6.1% | +4.2% |
| 30D | +9.9% | +2.7% | +7.3% | +8.8% |
| 3M | +12.5% | +7.4% | +5.1% | +9.7% |
| 6M | +27.6% | +16.0% | +11.6% | +21.2% |
| YTD | +22.6% | +40.9% | -18.4% | +10.6% |
| 1Y | +45.0% | +56.4% | -11.5% | +26.5% |
| 3Y | +87.8% | +84.2% | +3.5% | +52.8% |
| 5Y | +128.7% | +114.6% | +14.1% | +73.4% |
| All | +1,278.0% | +688.3% | +589.7% | +616.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 10y: compounded portfolio wealth divided by compounded FCX 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…
10y analysis · Full analysis span regression · 6 months rolling