+430.7%
FCX vs APD
+192.6%
+238.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +2.9% | +3.3% |
| 7D | -1.0% | -1.6% | +0.5% | +0.3% |
| 30D | -15.2% | +10.6% | -25.8% | -21.7% |
| 3M | -10.3% | +2.5% | -12.8% | -12.3% |
| 6M | +1.6% | +6.0% | -4.4% | -3.9% |
| YTD | +23.9% | +28.4% | -4.6% | -1.1% |
| 1Y | +58.0% | +22.2% | +35.9% | +30.5% |
| 3Y | +94.6% | +26.6% | +68.0% | +48.1% |
| 5Y | +70.4% | +11.8% | +58.6% | +41.9% |
| 10Y | +430.7% | +187.8% | +242.9% | +84.8% |
| All | +430.7% | +192.6% | +238.1% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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