+47.5%
FCX vs AXP
-12.6%
+60.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -0.3% | -0.1% | -0.2% | -0.2% |
| 30D | -14.7% | +4.4% | -19.2% | -16.2% |
| 3M | -11.2% | -6.4% | -4.7% | -8.6% |
| 6M | -11.4% | +4.2% | -15.5% | -13.0% |
| YTD | +17.7% | -12.4% | +30.1% | +19.7% |
| 1Y | +47.5% | -11.1% | +58.6% | +48.4% |
| All | +47.5% | -12.6% | +60.1% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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