-44.8%
ACHR vs ARES
+223.8%
-268.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.1% | -2.6% | -3.4% |
| 7D | -2.7% | -2.7% | 0.0% | -0.6% |
| 30D | -12.1% | -2.4% | -9.8% | -10.0% |
| 3M | +3.4% | +3.9% | -0.5% | +0.2% |
| 6M | -15.6% | +26.4% | -42.0% | -30.6% |
| YTD | -26.9% | -14.9% | -12.0% | -19.4% |
| 1Y | -34.8% | -20.4% | -14.3% | -25.0% |
| 3Y | -19.2% | +38.8% | -58.0% | -38.5% |
| 5Y | -43.8% | +97.0% | -140.7% | -67.5% |
| All | -44.8% | +223.8% | -268.7% | -75.2% |
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