+1,442.3%
FCX vs AXTI
+562.5%
+879.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +12.8% | -7.5% | +3.9% |
| 7D | +5.7% | +24.0% | -18.2% | +3.1% |
| 30D | +10.1% | -21.5% | +31.5% | +12.2% |
| 3M | +20.2% | -23.4% | +43.6% | +19.7% |
| 6M | +29.7% | +114.9% | -85.2% | +10.4% |
| YTD | +51.9% | +325.4% | -273.5% | +15.9% |
| 1Y | +66.0% | +2,136.7% | -2,070.7% | +1.8% |
| 3Y | +102.7% | +2,835.0% | -2,732.3% | +8.7% |
| 5Y | +138.9% | +652.8% | -514.0% | +46.2% |
| 10Y | +701.1% | +1,513.9% | -812.9% | +322.9% |
| All | +1,442.3% | +562.5% | +879.8% | +549.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling