+58.5%
FCX vs AXON
+78.3%
-19.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.2% |
| 7D | +4.4% | -19.7% | +24.1% | +8.0% |
| 30D | -16.3% | -25.7% | +9.4% | -12.3% |
| 3M | -12.5% | -48.8% | +36.3% | -2.2% |
| 6M | -8.0% | -22.0% | +14.0% | -6.7% |
| YTD | +20.1% | -45.9% | +66.1% | +29.5% |
| 1Y | +45.9% | -46.1% | +92.0% | +57.4% |
| 3Y | +86.2% | +40.9% | +45.3% | +50.3% |
| All | +58.5% | +78.3% | -19.8% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling