-5.9%
ABT vs ARES
-9.0%
+3.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.1% | -0.6% | +5.0% |
| 7D | +12.5% | +10.5% | +2.0% | +11.7% |
| 30D | +16.1% | +16.8% | -0.7% | +14.8% |
| 3M | +10.2% | -3.2% | +13.4% | +10.1% |
| 6M | +33.7% | +16.4% | +17.3% | +32.3% |
| YTD | -5.5% | -12.4% | +6.9% | -6.4% |
| 1Y | -5.9% | -6.9% | +1.0% | -7.4% |
| All | -5.9% | -9.0% | +3.1% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling