-44.5%
APP vs FCX
+62.5%
-107.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.6% | +9.7% | +5.3% |
| 7D | +0.3% | -1.9% | +2.2% | +0.6% |
| 30D | -1.3% | +3.4% | -4.7% | -3.4% |
| 3M | -36.2% | +15.0% | -51.2% | -40.2% |
| 6M | -34.1% | +14.6% | -48.8% | -39.3% |
| YTD | -53.3% | +41.2% | -94.5% | -58.6% |
| 1Y | -44.5% | +60.4% | -104.9% | -53.1% |
| All | -44.5% | +62.5% | -107.1% | -53.1% |
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