+53.6%
FCX vs APLD
-48.0%
+101.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.5% | -2.6% | +3.3% |
| 7D | -1.0% | +3.1% | -4.1% | -2.0% |
| 30D | -15.2% | -29.4% | +14.2% | -9.6% |
| 3M | -10.3% | -42.8% | +32.5% | -0.7% |
| 6M | +1.6% | -59.5% | +61.0% | +18.6% |
| YTD | +23.9% | -31.8% | +55.7% | +32.4% |
| All | +53.6% | -48.0% | +101.7% | +67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling