+702.0%
FCX vs AVTR
+1.1%
+701.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.4% |
| 7D | +3.1% | +1.6% | +1.5% | +2.5% |
| 30D | +8.1% | +8.4% | -0.3% | +5.0% |
| 3M | +18.9% | +50.2% | -31.2% | +0.7% |
| 6M | +26.6% | +82.6% | -56.0% | -0.9% |
| YTD | +51.2% | +29.8% | +21.3% | +33.2% |
| 1Y | +75.6% | +16.0% | +59.6% | +56.8% |
| 3Y | +101.7% | -26.4% | +128.2% | +105.3% |
| 5Y | +134.6% | -64.5% | +199.1% | +225.6% |
| All | +702.0% | +1.1% | +701.0% | +508.5% |
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