+138.9%
FCX vs ADP
+47.6%
+91.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.5% | +8.8% | +6.5% |
| 7D | +5.7% | -5.5% | +11.2% | +7.7% |
| 30D | +10.1% | -1.2% | +11.3% | +10.3% |
| 3M | +20.2% | +17.9% | +2.3% | +11.3% |
| 6M | +29.7% | +20.3% | +9.3% | +18.2% |
| YTD | +51.9% | +5.8% | +46.1% | +48.0% |
| 1Y | +66.0% | -7.7% | +73.7% | +75.6% |
| 3Y | +102.7% | +14.7% | +88.0% | +81.7% |
| 5Y | +138.9% | +45.8% | +93.1% | +73.3% |
| All | +138.9% | +47.6% | +91.3% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling