+373.5%
FCX vs APTV
-27.4%
+400.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -0.3% | -1.7% | +1.4% | +0.7% |
| 30D | -14.7% | -11.6% | -3.1% | -8.9% |
| 3M | -11.2% | -21.2% | +10.0% | +0.2% |
| 6M | -11.4% | -28.5% | +17.1% | +2.9% |
| YTD | +17.7% | -49.1% | +66.8% | +62.3% |
| 1Y | +47.5% | -52.2% | +99.7% | +110.3% |
| 3Y | +83.9% | -48.6% | +132.5% | +137.9% |
| 5Y | +54.0% | -77.3% | +131.2% | +209.6% |
| All | +373.5% | -27.4% | +400.9% | +434.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling