+378.5%
APP vs FCX
+122.5%
+256.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.3% | -8.0% | -5.2% |
| 7D | +0.1% | +5.7% | -5.6% | -2.6% |
| 30D | -10.0% | +10.1% | -20.1% | -14.6% |
| 3M | -44.6% | +20.2% | -64.8% | -50.0% |
| 6M | -37.9% | +29.7% | -67.5% | -47.2% |
| YTD | -53.7% | +51.9% | -105.6% | -63.2% |
| 1Y | -43.0% | +66.0% | -108.9% | -57.4% |
| 3Y | +640.8% | +102.7% | +538.0% | +389.3% |
| 5Y | +358.8% | +138.9% | +220.0% | +185.1% |
| All | +378.5% | +122.5% | +256.0% | +196.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling