+10.8%
FCX vs ADP
+30.1%
-19.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | -1.0% |
| 7D | -4.9% | -3.4% | -1.4% | -6.9% |
| 30D | +4.8% | +2.8% | +2.0% | +6.8% |
| 3M | +4.6% | +20.9% | -16.3% | +18.9% |
| 6M | +10.8% | +29.9% | -19.1% | +24.8% |
| All | +10.8% | +30.1% | -19.2% | +24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling