+170.8%
ABBV vs ARES
+105.3%
+65.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.9% |
| 7D | -4.3% | -0.3% | -4.0% | -4.3% |
| 30D | +1.1% | +1.3% | -0.2% | +1.0% |
| 3M | +12.3% | +10.4% | +2.0% | +11.6% |
| 6M | +9.8% | +29.0% | -19.2% | +8.0% |
| YTD | +11.5% | -12.2% | +23.6% | +12.1% |
| 1Y | +22.3% | -18.4% | +40.7% | +23.6% |
| 3Y | +85.2% | +43.2% | +42.0% | +76.7% |
| 5Y | +170.8% | +102.6% | +68.2% | +143.3% |
| All | +170.8% | +105.3% | +65.5% | +143.3% |
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