+66.0%
FCX vs APA
+96.0%
-30.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.5% | +5.6% |
| 7D | +5.7% | -1.7% | +7.4% | +5.4% |
| 30D | +10.1% | +15.7% | -5.7% | +12.6% |
| 3M | +20.2% | +16.5% | +3.7% | +23.6% |
| 6M | +29.7% | +35.1% | -5.4% | +31.2% |
| YTD | +51.9% | +82.2% | -30.3% | +50.3% |
| 1Y | +66.0% | +102.5% | -36.5% | +61.8% |
| All | +66.0% | +96.0% | -30.0% | +61.8% |
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