+95.3%
AAPL vs FCX
+82.9%
+12.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.7% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | +4.0% | -14.7% | +18.7% | +6.6% |
| 3M | +16.8% | -11.2% | +28.0% | +18.3% |
| 6M | +19.4% | -11.4% | +30.8% | +20.3% |
| YTD | +31.5% | +17.7% | +13.8% | +23.2% |
| 1Y | +31.0% | +47.5% | -16.5% | +16.3% |
| 3Y | +95.3% | +83.9% | +11.4% | +59.4% |
| All | +95.3% | +82.9% | +12.4% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling