+54.0%
FCX vs APO
+1,604.8%
-1,550.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.8% |
| 3M | -9.6% | -12.0% | +2.4% | -3.8% |
| 6M | -3.1% | -5.0% | +1.9% | -1.8% |
| YTD | +23.4% | -14.0% | +37.4% | +29.4% |
| 1Y | +52.7% | -5.9% | +58.6% | +51.9% |
| 3Y | +91.4% | +51.6% | +39.8% | +37.8% |
| 5Y | +62.7% | +80.8% | -18.0% | +1.3% |
| 10Y | +395.9% | +839.9% | -444.1% | +8.3% |
| All | +54.0% | +1,604.8% | -1,550.8% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling