+1,015.5%
FCX vs AXP
+4,533.9%
-3,518.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | -4.9% | -2.1% | -2.8% | -3.8% |
| 30D | +4.8% | -6.5% | +11.4% | +8.5% |
| 3M | +4.6% | +4.6% | 0.0% | +2.1% |
| 6M | +10.8% | +5.4% | +5.4% | +7.9% |
| YTD | +44.2% | -11.1% | +55.3% | +51.8% |
| 1Y | +59.6% | -0.3% | +59.9% | +57.6% |
| 3Y | +82.2% | +111.6% | -29.3% | +21.4% |
| 5Y | +115.6% | +117.6% | -2.0% | +40.1% |
| 10Y | +670.6% | +474.1% | +196.4% | +225.3% |
| All | +1,015.5% | +4,533.9% | -3,518.4% | +162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling