+59.6%
FCX vs AXTI
+1,914.4%
-1,854.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.7% | -9.4% | -0.7% |
| 7D | -4.9% | +5.1% | -10.0% | -5.4% |
| 30D | +4.8% | -10.2% | +15.0% | +4.9% |
| 3M | +4.6% | -41.8% | +46.5% | +6.6% |
| 6M | +10.8% | +57.5% | -46.7% | +1.1% |
| YTD | +44.2% | +277.0% | -232.8% | +20.8% |
| 1Y | +59.6% | +1,982.4% | -1,922.9% | +7.0% |
| All | +59.6% | +1,914.4% | -1,854.8% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 AXTI 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