+61.5%
FCX vs APA
+71.7%
-10.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.7% |
| 7D | -4.9% | -15.5% | +10.6% | +0.3% |
| 30D | -17.1% | +2.4% | -19.5% | -18.2% |
| 3M | -12.7% | +22.8% | -35.5% | -19.7% |
| 6M | -2.0% | +17.9% | -19.9% | -9.9% |
| YTD | +18.1% | +87.7% | -69.6% | -14.0% |
| 1Y | +55.2% | +94.2% | -39.0% | +10.9% |
| 3Y | +74.3% | +27.2% | +47.1% | +41.8% |
| All | +61.5% | +71.7% | -10.2% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling