+373.5%
FCX vs APA
+8.7%
+364.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.6% |
| 7D | -0.3% | +8.5% | -8.8% | -3.3% |
| 30D | -14.7% | +2.8% | -17.5% | -16.0% |
| 3M | -11.2% | +21.7% | -32.9% | -18.3% |
| 6M | -11.4% | +32.6% | -44.0% | -22.4% |
| YTD | +17.7% | +103.7% | -86.0% | -15.7% |
| 1Y | +47.5% | +101.8% | -54.3% | +5.7% |
| 3Y | +83.9% | +48.1% | +35.8% | +41.0% |
| 5Y | +54.0% | +91.9% | -37.9% | +2.5% |
| All | +373.5% | +8.7% | +364.8% | +178.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling