+55.4%
FCX vs AVAV
+28.1%
+27.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.5% |
| 7D | -0.3% | +4.2% | -4.5% | -1.0% |
| 30D | -14.7% | -2.6% | -12.2% | -14.6% |
| 3M | -11.2% | -38.0% | +26.8% | -4.7% |
| 6M | -11.4% | -27.0% | +15.6% | -8.6% |
| YTD | +17.7% | -51.4% | +69.1% | +27.1% |
| 1Y | +47.5% | -60.2% | +107.7% | +64.1% |
| 3Y | +83.9% | -6.7% | +90.5% | +65.9% |
| All | +55.4% | +28.1% | +27.3% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling