+87,380.9%
AAPL vs FCX
+1,118.7%
+86,262.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -2.2% |
| 7D | -2.7% | +5.7% | -8.5% | -3.8% |
| 30D | +1.0% | +10.1% | -9.0% | -1.1% |
| 3M | +5.0% | +20.2% | -15.2% | +0.7% |
| 6M | +23.0% | +29.7% | -6.6% | +15.6% |
| YTD | +16.6% | +51.9% | -35.3% | +5.8% |
| 1Y | +33.4% | +66.0% | -32.6% | +18.1% |
| 3Y | +79.9% | +102.7% | -22.9% | +50.0% |
| 5Y | +109.0% | +138.9% | -29.8% | +64.4% |
| 10Y | +1,210.4% | +701.1% | +509.4% | +651.0% |
| All | +87,380.9% | +1,118.7% | +86,262.2% | +46,855.9% |
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