+524.6%
FCX vs AVTR
+5.6%
+519.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -14.7% | -1.0% | -13.7% | -14.4% |
| 3M | -11.2% | +12.2% | -23.4% | -14.9% |
| 6M | -11.4% | +97.5% | -108.8% | -32.6% |
| YTD | +17.7% | +35.6% | -17.9% | +2.0% |
| 1Y | +47.5% | +32.8% | +14.7% | +28.5% |
| 3Y | +83.9% | -16.5% | +100.4% | +77.8% |
| 5Y | +54.0% | -59.1% | +113.1% | +101.1% |
| All | +524.6% | +5.6% | +519.1% | +365.9% |
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