+27.6%
FCX vs APLD
+239.8%
-212.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.8% | +3.8% | -1.4% |
| 7D | -0.3% | +2.7% | -3.0% | -0.6% |
| 30D | -14.7% | -21.4% | +6.7% | -13.0% |
| 3M | -11.2% | -47.8% | +36.7% | -6.0% |
| 6M | -11.4% | -64.9% | +53.5% | -3.4% |
| YTD | +17.7% | -34.9% | +52.6% | +20.2% |
| 1Y | +47.5% | -30.7% | +78.2% | +49.0% |
| 3Y | +83.9% | +305.3% | -221.4% | +46.4% |
| All | +27.6% | +239.8% | -212.2% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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