+813.3%
FCX vs APD
+2,170.2%
-1,356.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.7% |
| 7D | -4.9% | -3.7% | -1.2% | -2.2% |
| 30D | -17.1% | +9.6% | -26.7% | -22.6% |
| 3M | -12.7% | +1.6% | -14.3% | -14.0% |
| 6M | -2.0% | +2.2% | -4.1% | -4.5% |
| YTD | +18.1% | +25.9% | -7.8% | -2.5% |
| 1Y | +55.2% | +20.1% | +35.0% | +31.7% |
| 3Y | +74.3% | +12.4% | +61.9% | +48.5% |
| 5Y | +71.9% | +11.1% | +60.8% | +47.3% |
| 10Y | +498.4% | +190.1% | +308.2% | +164.9% |
| All | +813.3% | +2,170.2% | -1,356.8% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling