+127.8%
AAPL vs FCX
+112.9%
+14.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.8% |
| 6M | +27.6% | +16.0% | +11.6% | +21.3% |
| YTD | +22.6% | +40.9% | -18.4% | +10.7% |
| 1Y | +45.0% | +56.4% | -11.5% | +26.6% |
| 3Y | +87.8% | +84.2% | +3.5% | +51.2% |
| All | +127.8% | +112.9% | +14.9% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling