+215.4%
ADSK vs ARES
+979.8%
-764.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | -2.5% | -6.1% | +3.5% | +0.1% |
| 30D | -14.9% | -7.5% | -7.3% | -12.0% |
| 3M | +3.3% | +0.1% | +3.2% | +2.5% |
| 6M | -15.7% | +30.3% | -45.9% | -26.4% |
| YTD | -28.2% | -16.6% | -11.6% | -24.5% |
| 1Y | -34.5% | -26.1% | -8.4% | -27.8% |
| 3Y | -2.9% | +36.4% | -39.3% | -23.1% |
| 5Y | -25.3% | +95.0% | -120.3% | -50.8% |
| All | +215.4% | +979.8% | -764.4% | +28.6% |
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