+48.6%
FCX vs AXP
-11.5%
+60.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -3.0% | -3.1% |
| 7D | -2.4% | -0.6% | -1.7% | -2.0% |
| 30D | -18.0% | +5.0% | -22.9% | -19.6% |
| 3M | -14.3% | -4.2% | -10.0% | -12.7% |
| 6M | -1.7% | +2.9% | -4.7% | -3.2% |
| YTD | +19.8% | -11.6% | +31.4% | +21.9% |
| 1Y | +48.6% | -11.1% | +59.7% | +50.8% |
| All | +48.6% | -11.5% | +60.1% | +50.8% |
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