+256.6%
ABT vs ARES
+1,196.0%
-939.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | -3.7% | -1.7% | -2.0% | -3.4% |
| 30D | +2.5% | +0.3% | +2.2% | +2.3% |
| 3M | +20.2% | +8.5% | +11.7% | +17.6% |
| 6M | -2.9% | +23.5% | -26.4% | -8.2% |
| YTD | -11.9% | -11.2% | -0.7% | -11.0% |
| 1Y | -16.5% | -19.3% | +2.7% | -14.2% |
| 3Y | +12.1% | +48.7% | -36.5% | -4.9% |
| 5Y | -7.4% | +106.5% | -113.9% | -30.2% |
| 10Y | +210.7% | +1,055.3% | -844.6% | +57.1% |
| All | +256.6% | +1,196.0% | -939.4% | +72.8% |
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