+97.6%
FCX vs AXTI
+2,795.4%
-2,697.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +3.1% | +21.0% | -17.9% | +1.1% |
| 30D | +8.1% | -6.6% | +14.8% | +8.3% |
| 3M | +18.9% | -12.1% | +31.0% | +16.9% |
| 6M | +26.6% | +78.7% | -52.1% | +12.7% |
| YTD | +51.2% | +321.5% | -270.3% | +20.5% |
| 1Y | +75.6% | +2,166.8% | -2,091.2% | +14.6% |
| All | +97.6% | +2,795.4% | -2,697.8% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling