+1,069.2%
FCX vs AZO
+10,989.4%
-9,920.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +3.1% | -0.8% | +3.9% | +3.3% |
| 30D | +8.1% | -5.1% | +13.2% | +9.8% |
| 3M | +18.9% | -7.2% | +26.2% | +20.8% |
| 6M | +26.6% | -20.7% | +47.3% | +34.7% |
| YTD | +51.2% | -14.2% | +65.3% | +56.5% |
| 1Y | +75.6% | -32.2% | +107.7% | +94.8% |
| 3Y | +101.7% | +11.1% | +90.6% | +87.7% |
| 5Y | +134.6% | +87.6% | +47.1% | +81.5% |
| 10Y | +724.2% | +302.9% | +421.2% | +401.9% |
| All | +1,069.2% | +10,989.4% | -9,920.2% | +294.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling