+430.7%
FCX vs ADP
+327.9%
+102.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.1% |
| 7D | -1.0% | +1.1% | -2.1% | -1.8% |
| 30D | -15.2% | +11.5% | -26.7% | -21.2% |
| 3M | -10.3% | +12.0% | -22.3% | -17.4% |
| 6M | +1.6% | +43.8% | -42.2% | -22.5% |
| YTD | +23.9% | +20.1% | +3.8% | +4.9% |
| 1Y | +58.0% | +22.3% | +35.7% | +31.8% |
| 3Y | +94.6% | +43.3% | +51.3% | +39.8% |
| 5Y | +70.4% | +47.3% | +23.0% | +17.5% |
| 10Y | +430.7% | +313.7% | +116.9% | +125.2% |
| All | +430.7% | +327.9% | +102.8% | +125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling