+102.7%
FCX vs APO
+58.7%
+44.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.7% | +5.9% |
| 7D | +5.7% | +0.1% | +5.6% | +5.6% |
| 30D | +10.1% | +3.9% | +6.2% | +7.7% |
| 3M | +20.2% | +3.8% | +16.4% | +17.6% |
| 6M | +29.7% | +22.3% | +7.4% | +17.8% |
| YTD | +51.9% | -7.8% | +59.7% | +55.4% |
| 1Y | +66.0% | -0.3% | +66.3% | +63.3% |
| 3Y | +102.7% | +57.1% | +45.6% | +66.3% |
| All | +102.7% | +58.7% | +44.1% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 3y: compounded portfolio wealth divided by compounded APO 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…
3y analysis · Full analysis span regression · 6 months rolling