+80.0%
FCX vs APO
+1,753.5%
-1,673.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | -4.9% | -1.0% | -3.9% | -4.3% |
| 30D | +4.8% | +3.5% | +1.3% | +2.2% |
| 3M | +4.6% | +4.5% | +0.1% | +1.2% |
| 6M | +10.8% | +22.8% | -12.0% | -2.9% |
| YTD | +44.2% | -6.5% | +50.7% | +45.0% |
| 1Y | +59.6% | +0.8% | +58.7% | +53.0% |
| 3Y | +82.2% | +62.0% | +20.3% | +26.5% |
| 5Y | +115.6% | +138.2% | -22.6% | +14.5% |
| 10Y | +670.6% | +940.3% | -269.7% | +60.0% |
| All | +80.0% | +1,753.5% | -1,673.5% | -75.3% |
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 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