+485.6%
FCX vs AXON
+1,304.2%
-818.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -18.2% | +20.8% | +7.1% |
| 7D | -4.9% | -26.8% | +21.9% | +2.1% |
| 30D | -17.1% | -22.9% | +5.8% | -12.3% |
| 3M | -12.7% | -40.1% | +27.4% | -2.6% |
| 6M | -2.0% | -18.9% | +16.9% | -1.2% |
| YTD | +18.1% | -44.9% | +63.0% | +29.7% |
| 1Y | +55.2% | -46.7% | +101.9% | +72.0% |
| 3Y | +74.3% | +44.3% | +30.0% | +34.3% |
| 5Y | +71.9% | +71.4% | +0.5% | +19.1% |
| All | +485.6% | +1,304.2% | -818.6% | +112.7% |
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