-10.2%
ADSK vs ARES
-9.0%
-1.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.1% | +0.9% | +5.4% |
| 7D | +11.4% | +10.5% | +0.9% | +8.6% |
| 30D | +21.9% | +16.8% | +5.1% | +17.2% |
| 3M | +13.9% | -3.2% | +17.1% | +14.3% |
| 6M | +9.1% | +16.4% | -7.3% | +4.4% |
| YTD | -8.8% | -12.4% | +3.6% | -9.0% |
| 1Y | -10.2% | -6.9% | -3.4% | -13.7% |
| All | -10.2% | -9.0% | -1.3% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling