+60.3%
FCX vs AZO
-7.5%
+67.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +1.3% |
| 7D | -6.0% | +5.3% | -11.4% | -6.0% |
| 30D | -13.6% | +18.4% | -32.0% | -13.9% |
| 3M | -6.8% | +9.8% | -16.6% | -7.0% |
| 6M | +13.2% | -4.5% | +17.7% | +16.3% |
| YTD | +24.4% | -1.9% | +26.3% | +29.2% |
| 1Y | +60.3% | -9.5% | +69.8% | +68.1% |
| All | +60.3% | -7.5% | +67.8% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling