+33.8%
FCX vs APLD
+281.1%
-247.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.4% | -4.4% | +2.3% |
| 7D | -0.8% | +7.8% | -8.6% | -1.5% |
| 30D | -15.1% | -23.0% | +7.9% | -13.2% |
| 3M | -9.6% | -39.7% | +30.1% | -5.7% |
| 6M | -3.1% | -59.8% | +56.8% | +4.3% |
| YTD | +23.4% | -27.0% | +50.4% | +24.6% |
| 1Y | +52.7% | -37.3% | +90.0% | +55.0% |
| 3Y | +91.4% | +281.9% | -190.5% | +52.3% |
| All | +33.8% | +281.1% | -247.3% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling