+813.3%
FCX vs ADP
+4,281.4%
-3,468.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.9% | +3.3% |
| 7D | -4.9% | +3.2% | -8.1% | -6.6% |
| 30D | -17.1% | +14.9% | -32.0% | -23.7% |
| 3M | -12.7% | +11.6% | -24.3% | -18.8% |
| 6M | -2.0% | +48.5% | -50.4% | -24.0% |
| YTD | +18.1% | +20.6% | -2.5% | +1.1% |
| 1Y | +55.2% | +23.7% | +31.5% | +30.8% |
| 3Y | +74.3% | +47.8% | +26.5% | +30.5% |
| 5Y | +71.9% | +47.7% | +24.2% | +28.2% |
| 10Y | +498.4% | +324.0% | +174.4% | +152.7% |
| All | +813.3% | +4,281.4% | -3,468.1% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling