+138.9%
FCX vs ARES
+105.3%
+33.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +5.9% |
| 7D | +5.7% | -0.3% | +6.1% | +5.8% |
| 30D | +10.1% | +1.3% | +8.8% | +8.9% |
| 3M | +20.2% | +10.4% | +9.8% | +13.3% |
| 6M | +29.7% | +29.0% | +0.7% | +12.0% |
| YTD | +51.9% | -12.2% | +64.1% | +57.6% |
| 1Y | +66.0% | -18.4% | +84.4% | +79.4% |
| 3Y | +102.7% | +43.2% | +59.6% | +54.6% |
| 5Y | +138.9% | +102.6% | +36.3% | +41.0% |
| All | +138.9% | +105.3% | +33.6% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling