-12.7%
FCX vs APLD
-45.1%
+32.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.7% | -7.1% | +0.3% |
| 7D | -4.9% | -12.7% | +7.8% | -2.3% |
| 30D | -17.1% | -34.7% | +17.6% | -8.4% |
| 3M | -12.7% | -46.1% | +33.5% | +0.5% |
| All | -12.7% | -45.1% | +32.4% | +0.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling