+298.1%
APP vs FCX
+54.7%
+243.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +4.9% |
| 7D | +4.6% | -0.3% | +4.9% | +4.7% |
| 30D | +56.0% | -14.7% | +70.8% | +67.2% |
| 3M | +30.8% | -11.2% | +42.0% | +35.6% |
| 6M | -9.8% | -11.4% | +1.6% | -7.9% |
| YTD | -39.3% | +17.7% | -57.0% | -47.1% |
| 1Y | -26.4% | +47.5% | -73.9% | -43.3% |
| 3Y | +887.9% | +83.9% | +804.0% | +547.8% |
| All | +298.1% | +54.7% | +243.3% | +171.7% |
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