+27.3%
FCX vs AZO
-19.8%
+47.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +5.3% |
| 7D | +5.7% | -0.5% | +6.2% | +5.7% |
| 30D | +10.1% | -5.6% | +15.7% | +9.7% |
| 3M | +20.2% | -4.0% | +24.2% | +20.3% |
| All | +27.3% | -19.8% | +47.0% | +39.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling