+134.6%
FCX vs AVTR
-64.4%
+199.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.2% |
| 7D | +3.1% | +1.6% | +1.5% | +2.6% |
| 30D | +8.1% | +8.4% | -0.3% | +5.8% |
| 3M | +18.9% | +50.2% | -31.2% | +5.0% |
| 6M | +26.6% | +82.6% | -56.0% | +5.4% |
| YTD | +51.2% | +29.8% | +21.3% | +37.3% |
| 1Y | +75.6% | +16.0% | +59.6% | +60.7% |
| 3Y | +101.7% | -26.4% | +128.2% | +104.3% |
| 5Y | +134.6% | -64.5% | +199.1% | +192.9% |
| All | +134.6% | -64.4% | +199.1% | +192.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling