+74.3%
FCX vs APD
+11.7%
+62.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.2% |
| 7D | -4.9% | -3.7% | -1.2% | -3.4% |
| 30D | -17.1% | +9.6% | -26.7% | -20.1% |
| 3M | -12.7% | +1.6% | -14.3% | -13.4% |
| 6M | -2.0% | +2.2% | -4.1% | -3.2% |
| YTD | +18.1% | +25.9% | -7.8% | +5.8% |
| 1Y | +55.2% | +20.1% | +35.0% | +41.6% |
| 3Y | +74.3% | +12.4% | +61.9% | +65.4% |
| All | +74.3% | +11.7% | +62.7% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling