+85.8%
FCX vs APLD
+251.2%
-165.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -2.4% | -6.3% | +4.0% | -1.7% |
| 30D | -18.0% | -29.6% | +11.6% | -14.8% |
| 3M | -14.3% | -42.6% | +28.3% | -9.1% |
| 6M | -1.7% | -59.6% | +57.8% | +7.6% |
| YTD | +19.8% | -32.0% | +51.8% | +22.6% |
| 1Y | +48.6% | -46.9% | +95.6% | +54.4% |
| 3Y | +85.8% | +255.7% | -169.8% | +43.5% |
| All | +85.8% | +251.2% | -165.3% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling