+1,334.1%
FCX vs AXON
+60,315.1%
-58,981.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.1% |
| 7D | +4.4% | -19.7% | +24.1% | +8.7% |
| 30D | -16.3% | -25.7% | +9.4% | -11.5% |
| 3M | -12.5% | -48.8% | +36.3% | -0.4% |
| 6M | -8.0% | -22.0% | +14.0% | -6.0% |
| YTD | +20.1% | -45.9% | +66.1% | +30.8% |
| 1Y | +45.9% | -46.1% | +92.0% | +59.0% |
| 3Y | +86.2% | +40.9% | +45.3% | +57.1% |
| 5Y | +57.1% | +80.2% | -23.1% | +21.5% |
| 10Y | +382.5% | +1,029.9% | -647.4% | +138.1% |
| All | +1,334.1% | +60,315.1% | -58,981.0% | +535.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling