+114.3%
FCX vs AXP
+118.2%
-3.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.9% |
| 7D | -4.9% | -2.1% | -2.8% | -3.6% |
| 30D | +4.8% | -6.5% | +11.4% | +9.2% |
| 3M | +4.6% | +4.6% | 0.0% | +1.5% |
| 6M | +10.8% | +5.4% | +5.4% | +7.3% |
| YTD | +44.2% | -11.1% | +55.3% | +53.1% |
| 1Y | +59.6% | -0.3% | +59.9% | +56.3% |
| 3Y | +82.2% | +111.6% | -29.3% | +6.5% |
| All | +114.3% | +118.2% | -3.8% | +16.5% |
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