+373.5%
FCX vs ARES
+1,112.4%
-738.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.5% |
| 7D | -0.3% | +0.5% | -0.8% | -0.6% |
| 30D | -14.7% | +19.7% | -34.4% | -23.0% |
| 3M | -11.2% | -9.0% | -2.2% | -7.2% |
| 6M | -11.4% | +11.5% | -22.9% | -18.1% |
| YTD | +17.7% | -13.8% | +31.6% | +22.0% |
| 1Y | +47.5% | -5.6% | +53.1% | +44.4% |
| 3Y | +83.9% | +36.1% | +47.8% | +40.5% |
| 5Y | +54.0% | +82.7% | -28.7% | -5.3% |
| All | +373.5% | +1,112.4% | -738.9% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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