+60.3%
FCX vs APA
+107.6%
-47.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.2% | -0.1% |
| 7D | -6.0% | -13.0% | +6.9% | -8.5% |
| 30D | -13.6% | +2.0% | -15.6% | -12.9% |
| 3M | -6.8% | +24.9% | -31.7% | -1.1% |
| 6M | +13.2% | +7.2% | +6.0% | +16.4% |
| YTD | +24.4% | +87.1% | -62.7% | +32.3% |
| 1Y | +60.3% | +107.2% | -46.9% | +72.4% |
| All | +60.3% | +107.6% | -47.4% | +72.4% |
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