+724.2%
FCX vs ARES
+1,006.5%
-282.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +1.1% |
| 7D | +3.1% | -2.7% | +5.8% | +4.5% |
| 30D | +8.1% | -2.4% | +10.5% | +9.0% |
| 3M | +18.9% | +3.9% | +15.0% | +15.2% |
| 6M | +26.6% | +26.4% | +0.2% | +8.9% |
| YTD | +51.2% | -14.9% | +66.0% | +58.5% |
| 1Y | +75.6% | -20.4% | +96.0% | +90.9% |
| 3Y | +101.7% | +38.8% | +62.9% | +53.9% |
| 5Y | +134.6% | +97.0% | +37.7% | +40.5% |
| 10Y | +724.2% | +999.8% | -275.6% | +121.1% |
| All | +724.2% | +1,006.5% | -282.3% | +121.1% |
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