+789.9%
FCX vs AXP
+4,531.2%
-3,741.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.3% | -5.2% | -6.3% |
| 7D | -12.5% | +0.4% | -12.8% | -12.6% |
| 30D | -20.0% | +7.0% | -27.1% | -22.8% |
| 3M | -16.4% | -6.6% | -9.8% | -13.6% |
| 6M | +0.8% | +3.5% | -2.6% | -1.4% |
| YTD | +15.1% | -11.2% | +26.2% | +20.9% |
| 1Y | +45.3% | -10.2% | +55.5% | +51.9% |
| 3Y | +70.9% | +120.0% | -49.1% | +11.4% |
| 5Y | +67.5% | +95.6% | -28.1% | +15.1% |
| 10Y | +483.0% | +468.1% | +14.9% | +146.7% |
| All | +789.9% | +4,531.2% | -3,741.3% | +109.3% |
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