+701.1%
FCX vs APA
-0.7%
+701.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.5% | +4.7% |
| 7D | +5.7% | -1.7% | +7.4% | +6.4% |
| 30D | +10.1% | +15.7% | -5.7% | +3.9% |
| 3M | +20.2% | +16.5% | +3.7% | +11.8% |
| 6M | +29.7% | +35.1% | -5.4% | +10.7% |
| YTD | +51.9% | +82.2% | -30.3% | +14.1% |
| 1Y | +66.0% | +102.5% | -36.5% | +17.7% |
| 3Y | +102.7% | +10.3% | +92.4% | +74.9% |
| 5Y | +138.9% | +166.1% | -27.3% | +40.5% |
| 10Y | +701.1% | -4.9% | +705.9% | +403.4% |
| All | +701.1% | -0.7% | +701.8% | +403.4% |
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 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