+59.6%
FCX vs APA
+94.6%
-35.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | -0.3% |
| 7D | -4.9% | +0.5% | -5.4% | -4.7% |
| 30D | +4.8% | +23.4% | -18.6% | +8.5% |
| 3M | +4.6% | +12.7% | -8.1% | +7.1% |
| 6M | +10.8% | +39.4% | -28.6% | +11.5% |
| YTD | +44.2% | +79.0% | -34.7% | +42.5% |
| 1Y | +59.6% | +88.8% | -29.3% | +56.9% |
| All | +59.6% | +94.6% | -35.1% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling