-35.9%
APP vs FCX
+60.8%
-96.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +0.9% | -4.9% | +5.7% | +2.7% |
| 30D | -23.3% | +4.8% | -28.1% | -24.7% |
| 3M | -42.6% | +4.6% | -47.3% | -44.0% |
| 6M | -33.6% | +10.8% | -44.4% | -37.3% |
| YTD | -52.4% | +44.2% | -96.6% | -57.7% |
| 1Y | -35.9% | +59.6% | -95.4% | -44.5% |
| All | -35.9% | +60.8% | -96.7% | -44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling