+789.9%
FCX vs APH
+36,796.9%
-36,007.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.3% | +1.8% | -2.9% |
| 7D | -12.5% | -12.7% | +0.3% | -6.6% |
| 30D | -20.0% | -19.2% | -0.9% | -11.5% |
| 3M | -16.4% | -16.7% | +0.3% | -9.2% |
| 6M | +0.8% | +5.1% | -4.3% | -3.0% |
| YTD | +15.1% | +6.6% | +8.5% | +8.0% |
| 1Y | +45.3% | +3.9% | +41.4% | +37.8% |
| 3Y | +70.9% | +246.0% | -175.1% | -12.0% |
| 5Y | +67.5% | +268.0% | -200.5% | -15.2% |
| 10Y | +483.0% | +868.2% | -385.2% | +102.4% |
| All | +789.9% | +36,796.9% | -36,007.0% | +63.2% |
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