+701.1%
FCX vs APD
+161.1%
+539.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +6.2% |
| 7D | +5.7% | -2.5% | +8.2% | +7.7% |
| 30D | +10.1% | -1.9% | +11.9% | +11.4% |
| 3M | +20.2% | +8.2% | +11.9% | +12.0% |
| 6M | +29.7% | +10.7% | +18.9% | +17.8% |
| YTD | +51.9% | +22.9% | +29.0% | +25.6% |
| 1Y | +66.0% | +5.8% | +60.2% | +53.1% |
| 3Y | +102.7% | +7.8% | +95.0% | +75.9% |
| 5Y | +138.9% | +26.1% | +112.7% | +76.2% |
| 10Y | +701.1% | +163.7% | +537.4% | +201.9% |
| All | +701.1% | +161.1% | +539.9% | +201.9% |
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