+1,309.7%
FCX vs AXON
+61,473.8%
-60,164.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -18.2% | +20.8% | +6.5% |
| 7D | -4.9% | -26.8% | +21.9% | +1.1% |
| 30D | -17.1% | -22.9% | +5.8% | -13.0% |
| 3M | -12.7% | -40.1% | +27.4% | -4.0% |
| 6M | -2.0% | -18.9% | +16.9% | -0.8% |
| YTD | +18.1% | -44.9% | +63.0% | +28.1% |
| 1Y | +55.2% | -46.7% | +101.9% | +69.5% |
| 3Y | +74.3% | +44.3% | +30.0% | +46.2% |
| 5Y | +71.9% | +71.4% | +0.5% | +34.4% |
| 10Y | +498.4% | +1,324.0% | -825.7% | +182.0% |
| All | +1,309.7% | +61,473.8% | -60,164.2% | +521.9% |
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