+28.0%
FCX vs APLD
+230.9%
-202.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.7% | -7.1% | +1.7% |
| 7D | -4.9% | -12.7% | +7.8% | -3.8% |
| 30D | -17.1% | -34.7% | +17.6% | -14.0% |
| 3M | -12.7% | -46.1% | +33.5% | -7.9% |
| 6M | -2.0% | -64.9% | +62.9% | +6.9% |
| YTD | +18.1% | -36.6% | +54.7% | +20.9% |
| 1Y | +55.2% | -50.0% | +105.1% | +60.8% |
| 3Y | +74.3% | +190.1% | -115.8% | +41.9% |
| All | +28.0% | +230.9% | -202.9% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling