+373.6%
AAOI vs ARES
+1,107.9%
-734.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -2.7% |
| 7D | +2.9% | -7.7% | +10.6% | +7.7% |
| 30D | -23.1% | -8.7% | -14.4% | -19.6% |
| 3M | -41.0% | +2.8% | -43.9% | -42.8% |
| 6M | -14.3% | +23.1% | -37.3% | -27.0% |
| YTD | +196.3% | -17.3% | +213.6% | +210.8% |
| 1Y | +272.6% | -24.3% | +296.9% | +315.5% |
| 3Y | +775.3% | +34.9% | +740.4% | +672.7% |
| 5Y | +1,290.2% | +93.5% | +1,196.7% | +937.3% |
| 10Y | +426.2% | +969.2% | -543.0% | +115.4% |
| All | +373.6% | +1,107.9% | -734.4% | +71.7% |
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