+60.3%
FCX vs ADP
+20.3%
+40.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +2.7% |
| 7D | -6.0% | +6.4% | -12.4% | -2.7% |
| 30D | -13.6% | +16.6% | -30.2% | -6.0% |
| 3M | -6.8% | +12.9% | -19.7% | +0.1% |
| 6M | +13.2% | +45.7% | -32.5% | +37.5% |
| YTD | +24.4% | +20.6% | +3.8% | +45.5% |
| 1Y | +60.3% | +20.5% | +39.8% | +86.2% |
| All | +60.3% | +20.3% | +40.0% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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