+661.8%
FCX vs AXON
+1,854.8%
-1,192.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +1.3% |
| 7D | -4.9% | -14.2% | +9.3% | -1.3% |
| 30D | +4.8% | -15.4% | +20.2% | +8.4% |
| 3M | +4.6% | +0.5% | +4.1% | +2.3% |
| 6M | +10.8% | -9.5% | +20.3% | +10.0% |
| YTD | +44.2% | -9.2% | +53.4% | +41.6% |
| 1Y | +59.6% | -29.4% | +88.9% | +67.8% |
| 3Y | +82.2% | +139.4% | -57.2% | +25.0% |
| 5Y | +115.6% | +178.9% | -63.3% | +33.5% |
| All | +661.8% | +1,854.8% | -1,192.9% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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