+555.0%
FCX vs AVTR
+6.9%
+548.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.6% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | -15.1% | +1.5% | -16.6% | -15.5% |
| 3M | -9.6% | +14.2% | -23.8% | -14.0% |
| 6M | -3.1% | +97.4% | -100.4% | -26.3% |
| YTD | +23.4% | +37.3% | -13.8% | +6.5% |
| 1Y | +52.7% | +36.8% | +15.9% | +31.5% |
| 3Y | +91.4% | -15.2% | +106.6% | +83.9% |
| 5Y | +62.7% | -59.2% | +121.9% | +113.0% |
| All | +555.0% | +6.9% | +548.1% | +386.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling