+90.2%
FCX vs ADP
+18.2%
+72.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | -4.9% | -3.4% | -1.4% | -4.9% |
| 30D | +4.8% | +2.8% | +2.0% | +4.9% |
| 3M | +4.6% | +20.9% | -16.3% | +4.0% |
| 6M | +10.8% | +29.9% | -19.1% | +9.1% |
| YTD | +44.2% | +9.6% | +34.6% | +49.5% |
| 1Y | +59.6% | -5.3% | +64.8% | +75.9% |
| All | +90.2% | +18.2% | +72.0% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling