+613.6%
FCX vs APTV
-15.8%
+629.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.7% | -9.2% | -8.0% |
| 7D | -1.9% | -1.8% | -0.1% | -1.3% |
| 30D | +3.4% | -7.9% | +11.3% | +7.5% |
| 3M | +15.0% | -29.9% | +44.9% | +36.5% |
| 6M | +14.6% | -36.6% | +51.2% | +41.7% |
| YTD | +41.2% | -40.0% | +81.2% | +78.4% |
| 1Y | +60.4% | -44.0% | +104.4% | +110.1% |
| 3Y | +88.4% | -54.5% | +143.0% | +163.2% |
| 5Y | +115.0% | -68.8% | +183.8% | +257.8% |
| All | +613.6% | -15.8% | +629.4% | +658.6% |
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