+29.9%
FCX vs APLD
+254.9%
-225.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -2.4% | -6.3% | +4.0% | -1.8% |
| 30D | -18.0% | -29.6% | +11.6% | -15.5% |
| 3M | -14.3% | -42.6% | +28.3% | -10.1% |
| 6M | -1.7% | -59.6% | +57.8% | +5.8% |
| YTD | +19.8% | -32.0% | +51.8% | +21.9% |
| 1Y | +48.6% | -46.9% | +95.6% | +53.1% |
| 3Y | +85.8% | +255.7% | -169.8% | +48.9% |
| All | +29.9% | +254.9% | -225.0% | -5.2% |
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