-56.6%
ACHR vs ARES
+224.6%
-281.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -3.3% | -7.6% | -8.4% |
| 7D | +11.9% | -0.3% | +12.2% | +12.5% |
| 30D | -2.5% | +15.3% | -17.8% | -12.4% |
| 3M | -31.2% | -5.4% | -25.8% | -28.1% |
| 6M | -32.2% | +10.0% | -42.3% | -37.4% |
| YTD | -42.4% | -14.7% | -27.7% | -36.8% |
| 1Y | -49.9% | -9.7% | -40.3% | -47.6% |
| 3Y | -12.9% | +35.8% | -48.7% | -32.8% |
| 5Y | -24.6% | +80.9% | -105.5% | -55.4% |
| All | -56.6% | +224.6% | -281.2% | -80.5% |
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