+284.4%
FCX vs AVAV
+478.6%
-194.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.7% |
| 7D | -4.9% | -2.2% | -2.6% | -4.3% |
| 30D | +4.8% | -13.9% | +18.7% | +8.7% |
| 3M | +4.6% | -29.2% | +33.8% | +12.7% |
| 6M | +10.8% | -36.1% | +47.0% | +21.1% |
| YTD | +44.2% | -40.2% | +84.4% | +55.9% |
| 1Y | +59.6% | -36.2% | +95.8% | +66.5% |
| 3Y | +82.2% | +47.5% | +34.7% | +32.5% |
| 5Y | +115.6% | +39.3% | +76.3% | +48.1% |
| 10Y | +670.6% | +482.6% | +188.0% | +192.1% |
| All | +284.4% | +478.6% | -194.2% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling