+115.8%
FCX vs AZO
+85.8%
+30.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.3% | -3.6% | +1.3% | -1.6% |
| 30D | +2.7% | -5.6% | +8.2% | +3.7% |
| 3M | +7.4% | -6.6% | +14.0% | +8.3% |
| 6M | +16.0% | -22.5% | +38.5% | +22.1% |
| YTD | +40.9% | -15.2% | +56.1% | +45.0% |
| 1Y | +56.4% | -33.9% | +90.4% | +70.9% |
| 3Y | +84.2% | +11.8% | +72.4% | +67.9% |
| All | +115.8% | +85.8% | +30.0% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling