+83.9%
FCX vs APD
+29.7%
+54.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.3% | +3.8% | -4.1% | -1.8% |
| 30D | -14.7% | +8.2% | -22.9% | -17.4% |
| 3M | -11.2% | +4.3% | -15.4% | -12.8% |
| 6M | -11.4% | +4.7% | -16.1% | -13.3% |
| YTD | +17.7% | +31.5% | -13.8% | +3.2% |
| 1Y | +47.5% | +23.5% | +23.9% | +32.9% |
| 3Y | +83.9% | +29.1% | +54.8% | +68.0% |
| All | +83.9% | +29.7% | +54.2% | +68.0% |
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