+61.5%
FCX vs AXP
+91.7%
-30.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.4% |
| 7D | -4.9% | +0.6% | -5.5% | -5.2% |
| 30D | -17.1% | +5.8% | -23.0% | -20.1% |
| 3M | -12.7% | -6.0% | -6.6% | -9.5% |
| 6M | -2.0% | +0.3% | -2.3% | -2.9% |
| YTD | +18.1% | -12.3% | +30.3% | +26.2% |
| 1Y | +55.2% | -11.2% | +66.4% | +64.6% |
| 3Y | +74.3% | +117.0% | -42.7% | -2.0% |
| All | +61.5% | +91.7% | -30.2% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling