+61.4%
FCX vs APH
+299.0%
-237.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.5% |
| 7D | -0.8% | +0.4% | -1.1% | -1.1% |
| 30D | -15.1% | -8.0% | -7.1% | -11.1% |
| 3M | -9.6% | -5.0% | -4.6% | -7.9% |
| 6M | -3.1% | +29.9% | -33.0% | -19.8% |
| YTD | +23.4% | +18.0% | +5.5% | +3.9% |
| 1Y | +52.7% | +11.3% | +41.3% | +33.5% |
| 3Y | +91.4% | +274.9% | -183.5% | -44.1% |
| All | +61.4% | +299.0% | -237.5% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling