+661.8%
FCX vs APH
+1,054.4%
-392.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.5% |
| 7D | -4.9% | +5.0% | -9.8% | -8.9% |
| 30D | +4.8% | -3.9% | +8.7% | +7.7% |
| 3M | +4.6% | +13.0% | -8.4% | -6.9% |
| 6M | +10.8% | +25.2% | -14.3% | -11.6% |
| YTD | +44.2% | +22.9% | +21.3% | +12.1% |
| 1Y | +59.6% | +47.8% | +11.7% | +2.7% |
| 3Y | +82.2% | +283.0% | -200.8% | -58.7% |
| 5Y | +115.6% | +349.7% | -234.0% | -59.4% |
| All | +661.8% | +1,054.4% | -392.6% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling