+395.9%
FCX vs AXON
+1,109.0%
-713.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.3% | -1.3% | +2.0% |
| 7D | -0.8% | -25.6% | +24.9% | +6.0% |
| 30D | -15.1% | -23.9% | +8.8% | -9.9% |
| 3M | -9.6% | -50.4% | +40.8% | +5.8% |
| 6M | -3.1% | -20.0% | +17.0% | -1.6% |
| YTD | +23.4% | -44.5% | +67.9% | +35.2% |
| 1Y | +52.7% | -44.9% | +97.5% | +67.5% |
| 3Y | +91.4% | +44.7% | +46.7% | +48.1% |
| 5Y | +62.7% | +86.7% | -23.9% | +10.3% |
| 10Y | +395.9% | +1,060.5% | -664.6% | +104.5% |
| All | +395.9% | +1,109.0% | -713.1% | +104.5% |
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