-55.4%
APP vs FCX
+58.1%
-113.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.3% | +9.3% | +10.2% |
| 7D | +4.5% | -6.0% | +10.5% | +7.3% |
| 30D | -3.6% | -13.6% | +10.0% | +2.0% |
| 3M | -35.3% | -6.8% | -28.5% | -34.2% |
| 6M | -42.8% | +13.2% | -56.0% | -48.8% |
| YTD | -59.7% | +24.4% | -84.1% | -64.6% |
| 1Y | -55.4% | +60.3% | -115.6% | -66.1% |
| All | -55.4% | +58.1% | -113.4% | -66.1% |
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