+75.7%
AA vs ARES
+43.8%
+31.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.2% | +1.6% | +4.2% |
| 7D | +4.8% | +5.0% | -0.2% | +2.9% |
| 30D | -0.6% | +19.1% | -19.7% | -7.3% |
| 3M | -16.3% | +3.1% | -19.3% | -17.5% |
| 6M | -33.4% | +12.9% | -46.3% | -37.1% |
| YTD | -20.7% | -10.7% | -10.0% | -16.7% |
| 1Y | +12.9% | -5.5% | +18.5% | +14.5% |
| 3Y | +75.7% | +45.0% | +30.7% | +44.9% |
| All | +75.7% | +43.8% | +31.9% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling