+485.6%
FCX vs AXP
+449.9%
+35.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.5% |
| 7D | -4.9% | +0.6% | -5.5% | -5.3% |
| 30D | -17.1% | +5.8% | -23.0% | -20.7% |
| 3M | -12.7% | -6.0% | -6.6% | -8.9% |
| 6M | -2.0% | +0.3% | -2.3% | -3.2% |
| YTD | +18.1% | -12.3% | +30.3% | +27.4% |
| 1Y | +55.2% | -11.2% | +66.4% | +66.0% |
| 3Y | +74.3% | +117.0% | -42.7% | -10.4% |
| 5Y | +71.9% | +93.2% | -21.3% | -6.3% |
| All | +485.6% | +449.9% | +35.7% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling