-45.3%
ACHR vs ARES
+214.8%
-260.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | +1.1% |
| 7D | -5.4% | -7.7% | +2.3% | +0.4% |
| 30D | -19.7% | -8.7% | -11.0% | -13.8% |
| 3M | +7.9% | +2.8% | +5.1% | +5.3% |
| 6M | -13.8% | +23.1% | -36.8% | -27.6% |
| YTD | -27.5% | -17.3% | -10.3% | -18.5% |
| 1Y | -33.9% | -24.3% | -9.6% | -21.1% |
| 3Y | -20.0% | +34.9% | -54.9% | -37.8% |
| 5Y | -44.0% | +93.5% | -137.5% | -67.1% |
| All | -45.3% | +214.8% | -260.1% | -74.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling