+500.0%
APP vs FCX
+72.9%
+427.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.6% | +7.2% | +8.7% |
| 7D | +71.2% | -4.9% | +76.1% | +73.5% |
| 30D | +39.1% | -17.1% | +56.2% | +50.3% |
| 3M | +16.5% | -12.7% | +29.2% | +21.5% |
| 6M | -16.6% | -2.0% | -14.6% | -19.1% |
| YTD | -41.9% | +18.1% | -60.0% | -48.9% |
| 1Y | -37.0% | +55.2% | -92.2% | -51.6% |
| 3Y | +892.4% | +74.3% | +818.1% | +596.0% |
| 5Y | +297.3% | +71.9% | +225.4% | +176.9% |
| All | +500.0% | +72.9% | +427.1% | +312.1% |
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 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