+649.2%
FCX vs AVTR
+1.1%
+648.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -1.9% | -2.0% | +0.2% | -1.1% |
| 30D | +3.4% | +8.1% | -4.7% | +0.5% |
| 3M | +15.0% | +54.2% | -39.2% | -3.7% |
| 6M | +14.6% | +82.6% | -67.9% | -10.3% |
| YTD | +41.2% | +29.8% | +11.4% | +24.4% |
| 1Y | +60.4% | +18.0% | +42.4% | +42.3% |
| 3Y | +88.4% | -26.4% | +114.9% | +91.7% |
| 5Y | +115.0% | -64.8% | +179.9% | +200.1% |
| All | +649.2% | +1.1% | +648.1% | +468.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AVTR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling