-11.6%
ABT vs ARES
+90.2%
-101.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.3% |
| 7D | -5.0% | -7.7% | +2.7% | -3.8% |
| 30D | -5.8% | -8.7% | +2.9% | -4.5% |
| 3M | +16.7% | +2.8% | +13.9% | +15.8% |
| 6M | -5.2% | +23.1% | -28.3% | -9.1% |
| YTD | -16.0% | -17.3% | +1.3% | -14.1% |
| 1Y | -18.3% | -24.3% | +6.0% | -15.3% |
| 3Y | +9.2% | +34.9% | -25.7% | -6.1% |
| 5Y | -11.6% | +93.5% | -105.0% | -36.4% |
| All | -11.6% | +90.2% | -101.8% | -36.4% |
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 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