+528.8%
APP vs FCX
+81.4%
+447.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.9% | -0.1% | +2.6% |
| 7D | +79.2% | -1.0% | +80.2% | +78.4% |
| 30D | +48.0% | -15.2% | +63.2% | +58.6% |
| 3M | +18.2% | -10.3% | +28.5% | +21.8% |
| 6M | -12.5% | +1.6% | -14.1% | -16.4% |
| YTD | -39.2% | +23.9% | -63.0% | -47.6% |
| 1Y | -33.9% | +58.0% | -91.9% | -49.4% |
| 3Y | +933.3% | +94.6% | +838.7% | +591.8% |
| 5Y | +295.9% | +70.4% | +225.5% | +171.8% |
| All | +528.8% | +81.4% | +447.4% | +322.8% |
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