+138.9%
FCX vs APO
+134.3%
+4.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.7% | +6.0% |
| 7D | +5.7% | +0.1% | +5.6% | +5.6% |
| 30D | +10.1% | +3.9% | +6.2% | +7.4% |
| 3M | +20.2% | +3.8% | +16.4% | +17.1% |
| 6M | +29.7% | +22.3% | +7.4% | +15.6% |
| YTD | +51.9% | -7.8% | +59.7% | +54.7% |
| 1Y | +66.0% | -0.3% | +66.3% | +61.6% |
| 3Y | +102.7% | +57.1% | +45.6% | +45.9% |
| 5Y | +138.9% | +137.0% | +1.9% | +28.0% |
| All | +138.9% | +134.3% | +4.5% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling