+813.3%
FCX vs APH
+38,316.3%
-37,503.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +0.6% |
| 7D | -4.9% | -5.9% | +1.1% | -2.3% |
| 30D | -17.1% | -14.8% | -2.3% | -10.6% |
| 3M | -12.7% | -12.4% | -0.2% | -7.5% |
| 6M | -2.0% | +8.1% | -10.0% | -7.0% |
| YTD | +18.1% | +10.9% | +7.1% | +8.7% |
| 1Y | +55.2% | +8.8% | +46.4% | +43.8% |
| 3Y | +74.3% | +262.1% | -187.7% | -12.2% |
| 5Y | +71.9% | +283.1% | -211.2% | -14.7% |
| 10Y | +498.4% | +908.1% | -409.7% | +103.7% |
| All | +813.3% | +38,316.3% | -37,503.0% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling