+55.2%
FCX vs AXON
-50.2%
+105.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -18.2% | +20.8% | +4.2% |
| 7D | -4.9% | -26.8% | +21.9% | -2.2% |
| 30D | -17.1% | -22.9% | +5.8% | -15.2% |
| 3M | -12.7% | -40.1% | +27.4% | -8.8% |
| 6M | -2.0% | -18.9% | +16.9% | -2.0% |
| YTD | +18.1% | -44.9% | +63.0% | +25.0% |
| 1Y | +55.2% | -46.7% | +101.9% | +67.8% |
| All | +55.2% | -50.2% | +105.4% | +67.8% |
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 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