+391.7%
APP vs FCX
+111.2%
+280.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +0.9% | -4.9% | +5.7% | +3.2% |
| 30D | -23.3% | +4.8% | -28.1% | -25.2% |
| 3M | -42.6% | +4.6% | -47.3% | -44.7% |
| 6M | -33.6% | +10.8% | -44.4% | -39.1% |
| YTD | -52.4% | +44.2% | -96.6% | -61.2% |
| 1Y | -35.9% | +59.6% | -95.4% | -51.2% |
| 3Y | +642.2% | +82.2% | +560.0% | +414.7% |
| 5Y | +311.1% | +115.6% | +195.5% | +162.3% |
| All | +391.7% | +111.2% | +280.4% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling