+1,015.5%
FCX vs APH
+19,703.6%
-18,688.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -47.8% | +43.8% | +18.5% |
| 7D | -7.3% | -48.7% | +41.4% | +15.5% |
| 30D | +4.8% | -51.9% | +56.8% | +34.7% |
| 3M | +4.6% | -43.6% | +48.2% | +24.0% |
| 6M | +10.8% | -37.5% | +48.4% | +23.9% |
| YTD | +44.2% | -38.6% | +82.9% | +60.4% |
| 1Y | +59.6% | -26.3% | +85.9% | +61.4% |
| 3Y | +82.2% | +89.2% | -7.0% | +14.1% |
| 5Y | +115.6% | +119.8% | -4.2% | +27.3% |
| 10Y | +670.6% | +454.3% | +216.3% | +219.0% |
| All | +1,015.5% | +19,703.6% | -18,688.1% | +149.4% |
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