+114.7%
FCX vs APTV
+138.1%
-23.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -0.3% | -1.7% | +1.4% | +0.8% |
| 30D | -14.7% | -11.6% | -3.1% | -8.7% |
| 3M | -11.2% | -21.2% | +10.0% | +0.8% |
| 6M | -11.4% | -28.5% | +17.1% | +3.5% |
| YTD | +17.7% | -49.1% | +66.8% | +64.3% |
| 1Y | +47.5% | -52.2% | +99.7% | +113.1% |
| 3Y | +83.9% | -48.6% | +132.5% | +140.0% |
| 5Y | +54.0% | -77.3% | +131.2% | +215.1% |
| 10Y | +372.9% | -26.9% | +399.7% | +315.2% |
| All | +114.7% | +138.1% | -23.4% | -18.0% |
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