+197.1%
ABT vs ARES
+979.8%
-782.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.5% |
| 7D | -5.9% | -6.1% | +0.2% | -4.6% |
| 30D | -8.1% | -7.5% | -0.6% | -6.6% |
| 3M | +14.5% | +0.1% | +14.4% | +14.0% |
| 6M | -6.3% | +30.3% | -36.6% | -12.5% |
| YTD | -17.1% | -16.6% | -0.5% | -15.0% |
| 1Y | -21.4% | -26.1% | +4.7% | -17.4% |
| 3Y | +5.9% | +36.4% | -30.5% | -9.3% |
| 5Y | -12.8% | +95.0% | -107.7% | -34.9% |
| All | +197.1% | +979.8% | -782.7% | +51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling