+214.7%
FCX vs AVAV
+351.0%
-136.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.5% | -7.8% | -0.3% |
| 7D | -4.9% | -10.6% | +5.7% | -2.1% |
| 30D | -17.1% | -18.8% | +1.7% | -12.6% |
| 3M | -12.7% | -34.1% | +21.4% | -3.2% |
| 6M | -2.0% | -35.3% | +33.4% | +6.6% |
| YTD | +18.1% | -53.4% | +71.5% | +35.8% |
| 1Y | +55.2% | -65.6% | +120.8% | +93.8% |
| 3Y | +74.3% | -5.1% | +79.4% | +45.0% |
| 5Y | +71.9% | +18.5% | +53.4% | +22.3% |
| 10Y | +498.4% | +369.8% | +128.5% | +138.1% |
| All | +214.7% | +351.0% | -136.3% | +12.9% |
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 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