+839.8%
ABBV vs ARES
+1,202.8%
-363.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.8% | +8.1% | -5.4% | +1.7% |
| 30D | +7.0% | +18.9% | -12.0% | +4.5% |
| 3M | +19.2% | +2.3% | +16.9% | +18.7% |
| 6M | +47.8% | +12.7% | +35.0% | +44.6% |
| YTD | +32.5% | -10.8% | +43.2% | +33.0% |
| 1Y | +38.4% | -5.3% | +43.7% | +37.5% |
| 3Y | +134.3% | +42.0% | +92.3% | +112.9% |
| 5Y | +200.6% | +88.3% | +112.4% | +153.7% |
| 10Y | +590.1% | +1,148.2% | -558.1% | +315.9% |
| All | +839.8% | +1,202.8% | -363.0% | +462.5% |
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