+102.7%
FCX vs AVTR
-25.8%
+128.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.9% | +3.5% | +4.9% |
| 7D | +5.7% | +7.4% | -1.7% | +4.1% |
| 30D | +10.1% | +12.2% | -2.2% | +7.4% |
| 3M | +20.2% | +57.4% | -37.2% | +7.5% |
| 6M | +29.7% | +86.7% | -57.0% | +11.3% |
| YTD | +51.9% | +33.1% | +18.9% | +39.2% |
| 1Y | +66.0% | +16.1% | +49.8% | +53.4% |
| 3Y | +102.7% | -24.6% | +127.4% | +98.6% |
| All | +102.7% | -25.8% | +128.5% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling