+115.8%
FCX vs AXTI
+614.9%
-499.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.3% | +5.1% | -7.4% | -2.9% |
| 30D | +2.7% | -17.5% | +20.1% | +4.5% |
| 3M | +7.4% | -26.7% | +34.1% | +7.6% |
| 6M | +16.0% | +36.8% | -20.7% | +3.1% |
| YTD | +40.9% | +296.1% | -255.2% | +4.6% |
| 1Y | +56.4% | +1,810.6% | -1,754.2% | -10.3% |
| 3Y | +84.2% | +2,587.6% | -2,503.3% | -14.7% |
| All | +115.8% | +614.9% | -499.1% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling