+259.4%
ABT vs ARES
+1,157.9%
-898.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +6.0% | +19.7% | -13.6% | +2.0% |
| 3M | -1.9% | -9.0% | +7.1% | -0.1% |
| 6M | +31.2% | +11.5% | +19.6% | +27.3% |
| YTD | -11.2% | -13.8% | +2.6% | -9.8% |
| 1Y | -14.0% | -5.6% | -8.4% | -14.6% |
| 3Y | +20.7% | +36.1% | -15.4% | +4.8% |
| 5Y | -6.7% | +82.7% | -89.4% | -27.5% |
| 10Y | +226.3% | +1,101.7% | -875.4% | +64.5% |
| All | +259.4% | +1,157.9% | -898.5% | +75.1% |
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 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