+506.6%
APP vs FCX
+75.5%
+431.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -2.1% |
| 7D | +61.1% | -2.4% | +63.5% | +61.5% |
| 30D | +42.8% | -18.0% | +60.7% | +55.3% |
| 3M | +16.7% | -14.3% | +31.0% | +22.8% |
| 6M | -15.6% | -1.7% | -13.9% | -18.1% |
| YTD | -41.3% | +19.8% | -61.2% | -48.6% |
| 1Y | -39.3% | +48.6% | -87.9% | -52.2% |
| 3Y | +803.2% | +85.8% | +717.4% | +516.9% |
| 5Y | +313.2% | +72.2% | +240.9% | +186.3% |
| All | +506.6% | +75.5% | +431.1% | +314.0% |
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