+827.0%
FCX vs APA
+484.2%
+342.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.9% |
| 7D | -2.4% | -5.5% | +3.2% | +0.2% |
| 30D | -18.0% | -1.2% | -16.8% | -18.1% |
| 3M | -14.3% | +10.6% | -24.8% | -19.7% |
| 6M | -1.7% | +28.4% | -30.1% | -16.5% |
| YTD | +19.8% | +89.7% | -69.9% | -20.1% |
| 1Y | +48.6% | +90.6% | -41.9% | -1.7% |
| 3Y | +85.8% | +36.9% | +48.9% | +34.8% |
| 5Y | +72.2% | +83.2% | -11.0% | -0.2% |
| 10Y | +386.3% | -0.1% | +386.4% | +143.4% |
| All | +827.0% | +484.2% | +342.8% | +284.8% |
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 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