+163.0%
FCX vs APTV
+194.6%
-31.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.8% | -1.5% |
| 7D | -4.9% | +4.8% | -9.7% | -7.5% |
| 30D | +4.8% | +2.0% | +2.8% | +3.2% |
| 3M | +4.6% | -34.2% | +38.9% | +30.7% |
| 6M | +10.8% | -34.7% | +45.5% | +36.4% |
| YTD | +44.2% | -37.0% | +81.2% | +79.6% |
| 1Y | +59.6% | -40.4% | +100.0% | +104.4% |
| 3Y | +82.2% | -54.1% | +136.4% | +157.6% |
| 5Y | +115.6% | -68.0% | +183.6% | +261.2% |
| 10Y | +670.6% | -15.5% | +686.1% | +530.6% |
| All | +163.0% | +194.6% | -31.6% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling