+535.9%
FCX vs AVTR
+5.8%
+530.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.5% |
| 7D | -2.4% | -0.1% | -2.2% | -2.2% |
| 30D | -18.0% | -0.6% | -17.3% | -17.8% |
| 3M | -14.3% | +13.4% | -27.7% | -18.2% |
| 6M | -1.7% | +87.4% | -89.1% | -23.9% |
| YTD | +19.8% | +35.9% | -16.0% | +3.7% |
| 1Y | +48.6% | +35.4% | +13.3% | +28.5% |
| 3Y | +85.8% | -16.1% | +101.9% | +79.2% |
| 5Y | +72.2% | -59.4% | +131.6% | +125.7% |
| All | +535.9% | +5.8% | +530.1% | +373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling