-37.1%
APP vs FCX
+54.2%
-91.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.9% | -0.1% | +3.4% |
| 7D | +79.2% | -1.0% | +80.2% | +78.6% |
| 30D | +48.0% | -15.2% | +63.2% | +56.7% |
| 3M | +18.2% | -10.3% | +28.5% | +21.0% |
| 6M | -12.5% | +1.6% | -14.1% | -17.0% |
| YTD | -39.2% | +23.9% | -63.0% | -47.4% |
| All | -37.1% | +54.2% | -91.3% | -52.4% |
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