+92.8%
FCX vs AVAV
+1.8%
+91.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | -0.8% | +9.9% | -10.6% | -2.2% |
| 30D | -15.1% | -5.4% | -9.7% | -14.6% |
| 3M | -9.6% | -36.5% | +26.9% | -4.2% |
| 6M | -3.1% | -25.3% | +22.2% | -0.7% |
| YTD | +23.4% | -48.6% | +72.0% | +30.7% |
| 1Y | +52.7% | -62.1% | +114.7% | +68.2% |
| All | +92.8% | +1.8% | +91.1% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 3y: compounded portfolio wealth divided by compounded AVAV 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…
3y analysis · Full analysis span regression · 6 months rolling