+134.6%
FCX vs APTV
-69.9%
+204.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.7% |
| 7D | +3.1% | -1.2% | +4.3% | +3.3% |
| 30D | +8.1% | -10.6% | +18.8% | +13.2% |
| 3M | +18.9% | -35.0% | +53.9% | +42.0% |
| 6M | +26.6% | -38.9% | +65.5% | +53.9% |
| YTD | +51.2% | -41.5% | +92.7% | +86.2% |
| 1Y | +75.6% | -45.8% | +121.4% | +123.8% |
| 3Y | +101.7% | -55.7% | +157.4% | +171.8% |
| 5Y | +134.6% | -70.1% | +204.7% | +227.3% |
| All | +134.6% | -69.9% | +204.5% | +227.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling