+59.6%
FCX vs APH
-25.2%
+84.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -47.8% | +43.8% | +8.6% |
| 7D | -7.3% | -48.7% | +41.4% | +5.8% |
| 30D | +4.8% | -51.9% | +56.8% | +23.0% |
| 3M | +4.6% | -43.6% | +48.2% | +14.4% |
| 6M | +10.8% | -37.5% | +48.4% | +14.9% |
| YTD | +44.2% | -38.6% | +82.9% | +44.6% |
| 1Y | +59.6% | -26.3% | +85.9% | +47.1% |
| All | +59.6% | -25.2% | +84.8% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 1y: compounded portfolio wealth divided by compounded APH 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…
1y analysis · Full analysis span regression · 6 months rolling