+1,015.5%
FCX vs APA
+451.0%
+564.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.8% |
| 7D | -4.9% | +0.5% | -5.4% | -5.2% |
| 30D | +4.8% | +23.4% | -18.6% | -6.1% |
| 3M | +4.6% | +12.7% | -8.1% | -3.4% |
| 6M | +10.8% | +39.4% | -28.6% | -11.7% |
| YTD | +44.2% | +79.0% | -34.7% | +0.2% |
| 1Y | +59.6% | +88.8% | -29.3% | +5.5% |
| 3Y | +82.2% | +6.4% | +75.9% | +51.3% |
| 5Y | +115.6% | +153.0% | -37.4% | +5.9% |
| 10Y | +670.6% | +7.5% | +663.0% | +268.3% |
| All | +1,015.5% | +451.0% | +564.5% | +382.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling