+430.7%
FCX vs AXON
+1,278.1%
-847.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +5.7% |
| 7D | -1.0% | -28.7% | +27.7% | +6.8% |
| 30D | -15.2% | -28.3% | +13.1% | -8.8% |
| 3M | -10.3% | -46.9% | +36.6% | +3.1% |
| 6M | +1.6% | -24.9% | +26.4% | +4.7% |
| YTD | +23.9% | -46.6% | +70.5% | +37.0% |
| 1Y | +58.0% | -49.7% | +107.7% | +77.6% |
| 3Y | +94.6% | +40.6% | +54.0% | +51.3% |
| 5Y | +70.4% | +71.9% | -1.5% | +18.0% |
| 10Y | +430.7% | +1,180.9% | -750.2% | +108.8% |
| All | +430.7% | +1,278.1% | -847.4% | +108.8% |
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