+395.9%
FCX vs ARES
+1,145.7%
-749.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.6% |
| 7D | -0.8% | +0.8% | -1.5% | -1.1% |
| 30D | -15.1% | +16.7% | -31.8% | -22.2% |
| 3M | -9.6% | -2.6% | -7.0% | -9.1% |
| 6M | -3.1% | +13.0% | -16.0% | -11.0% |
| YTD | +23.4% | -11.7% | +35.2% | +26.3% |
| 1Y | +52.7% | -6.7% | +59.3% | +50.7% |
| 3Y | +91.4% | +40.5% | +50.9% | +43.7% |
| 5Y | +62.7% | +88.2% | -25.5% | -1.5% |
| 10Y | +395.9% | +1,131.0% | -735.1% | +30.8% |
| All | +395.9% | +1,145.7% | -749.8% | +30.8% |
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