+62.7%
FCX vs APO
+81.1%
-18.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | -0.8% | +0.2% | -0.9% | -0.7% |
| 30D | -15.1% | +3.1% | -18.2% | -16.5% |
| 3M | -9.6% | -12.0% | +2.4% | -4.4% |
| 6M | -3.1% | -5.0% | +1.9% | -1.8% |
| YTD | +23.4% | -14.0% | +37.4% | +29.6% |
| 1Y | +52.7% | -5.9% | +58.6% | +52.6% |
| 3Y | +91.4% | +51.6% | +39.8% | +39.0% |
| 5Y | +62.7% | +80.8% | -18.0% | -1.7% |
| All | +62.7% | +81.1% | -18.3% | -1.7% |
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