+373.5%
FCX vs AXON
+1,058.0%
-684.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.7% |
| 7D | -0.3% | +0.8% | -1.1% | -0.6% |
| 30D | -14.7% | -22.8% | +8.0% | -9.9% |
| 3M | -11.2% | -48.8% | +37.6% | +3.2% |
| 6M | -11.4% | -16.3% | +4.9% | -11.1% |
| YTD | +17.7% | -44.5% | +62.2% | +28.9% |
| 1Y | +47.5% | -43.4% | +90.9% | +60.6% |
| 3Y | +83.9% | +44.3% | +39.6% | +42.4% |
| 5Y | +54.0% | +85.1% | -31.1% | +4.6% |
| All | +373.5% | +1,058.0% | -684.4% | +95.1% |
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