+98,535.5%
AAPL vs FCX
+844.3%
+97,691.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.8% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | +4.0% | -14.7% | +18.7% | +6.9% |
| 3M | +16.8% | -11.2% | +28.0% | +18.7% |
| 6M | +19.4% | -11.4% | +30.8% | +20.6% |
| YTD | +31.5% | +17.7% | +13.8% | +24.7% |
| 1Y | +31.0% | +47.5% | -16.5% | +18.8% |
| 3Y | +95.3% | +83.9% | +11.4% | +65.5% |
| 5Y | +143.4% | +54.0% | +89.4% | +108.0% |
| 10Y | +1,330.5% | +372.9% | +957.7% | +803.4% |
| All | +98,535.5% | +844.3% | +97,691.2% | +55,248.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling