+612.2%
FCX vs AXTI
+1,483.6%
-871.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.3% | +5.1% | -7.4% | -3.0% |
| 30D | +2.7% | -17.5% | +20.1% | +4.9% |
| 3M | +7.4% | -26.7% | +34.1% | +7.7% |
| 6M | +16.0% | +36.8% | -20.7% | -0.7% |
| YTD | +40.9% | +296.1% | -255.2% | -4.5% |
| 1Y | +56.4% | +1,810.6% | -1,754.2% | -23.3% |
| 3Y | +84.2% | +2,587.6% | -2,503.3% | -30.4% |
| 5Y | +114.6% | +601.7% | -487.1% | +4.5% |
| All | +612.2% | +1,483.6% | -871.4% | +137.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling