+144.3%
FCX vs ARES
+1,196.0%
-1,051.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | -4.9% | -1.7% | -3.2% | -4.1% |
| 30D | +4.8% | +0.3% | +4.5% | +4.2% |
| 3M | +4.6% | +8.5% | -3.9% | -0.6% |
| 6M | +10.8% | +23.5% | -12.6% | -2.7% |
| YTD | +44.2% | -11.2% | +55.4% | +47.7% |
| 1Y | +59.6% | -19.3% | +78.9% | +71.9% |
| 3Y | +82.2% | +48.7% | +33.6% | +36.7% |
| 5Y | +115.6% | +106.5% | +9.1% | +30.9% |
| 10Y | +670.6% | +1,055.3% | -384.8% | +112.5% |
| All | +144.3% | +1,196.0% | -1,051.6% | -41.2% |
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 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