+75.6%
FCX vs ARES
-20.5%
+96.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.4% |
| 7D | +3.1% | -2.7% | +5.8% | +3.9% |
| 30D | +8.1% | -2.4% | +10.5% | +8.6% |
| 3M | +18.9% | +3.9% | +15.0% | +16.9% |
| 6M | +26.6% | +26.4% | +0.2% | +18.4% |
| YTD | +51.2% | -14.9% | +66.0% | +60.7% |
| 1Y | +75.6% | -20.4% | +96.0% | +114.2% |
| All | +75.6% | -20.5% | +96.1% | +114.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling