+333.0%
APP vs FCX
+116.6%
+216.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +0.9% | -4.9% | +5.7% | +3.4% |
| 30D | -23.3% | +4.8% | -28.1% | -25.4% |
| 3M | -42.6% | +4.6% | -47.3% | -44.9% |
| 6M | -33.6% | +10.8% | -44.4% | -39.6% |
| YTD | -52.4% | +44.2% | -96.6% | -62.1% |
| 1Y | -35.9% | +59.6% | -95.4% | -52.7% |
| 3Y | +642.2% | +82.2% | +560.0% | +390.9% |
| All | +333.0% | +116.6% | +216.3% | +143.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling