+103.0%
FCX vs ARES
+1,202.8%
-1,099.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -2.4% | +8.1% | -10.5% | -6.2% |
| 30D | -18.0% | +18.9% | -36.9% | -25.3% |
| 3M | -14.3% | +2.3% | -16.6% | -16.1% |
| 6M | -1.7% | +12.7% | -14.4% | -9.2% |
| YTD | +19.8% | -10.8% | +30.6% | +21.8% |
| 1Y | +48.6% | -5.3% | +54.0% | +45.8% |
| 3Y | +85.8% | +42.0% | +43.8% | +42.6% |
| 5Y | +72.2% | +88.3% | -16.0% | +9.5% |
| 10Y | +386.3% | +1,148.2% | -761.9% | +30.9% |
| All | +103.0% | +1,202.8% | -1,099.7% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling