+48.6%
FCX vs AXON
-50.5%
+99.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -2.4% | -27.4% | +25.0% | +0.4% |
| 30D | -18.0% | -28.5% | +10.5% | -15.5% |
| 3M | -14.3% | -49.3% | +35.0% | -9.0% |
| 6M | -1.7% | -25.0% | +23.3% | -0.6% |
| YTD | +19.8% | -46.7% | +66.6% | +26.9% |
| 1Y | +48.6% | -48.3% | +96.9% | +62.1% |
| All | +48.6% | -50.5% | +99.2% | +62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling