+612.2%
FCX vs AZO
+296.8%
+315.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.3% | -3.6% | +1.3% | -0.8% |
| 30D | +2.7% | -5.6% | +8.2% | +4.9% |
| 3M | +7.4% | -6.6% | +14.0% | +9.3% |
| 6M | +16.0% | -22.5% | +38.5% | +27.5% |
| YTD | +40.9% | -15.2% | +56.1% | +48.2% |
| 1Y | +56.4% | -33.9% | +90.4% | +82.9% |
| 3Y | +84.2% | +11.8% | +72.4% | +61.6% |
| 5Y | +114.6% | +85.5% | +29.1% | +37.6% |
| All | +612.2% | +296.8% | +315.4% | +236.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling