+333.3%
ADSK vs ARES
+1,142.5%
-809.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.4% | -1.4% |
| 7D | -14.5% | -2.7% | -11.9% | -13.6% |
| 30D | -19.3% | -2.4% | -16.9% | -18.6% |
| 3M | -7.8% | +3.9% | -11.7% | -9.9% |
| 6M | -20.8% | +26.4% | -47.1% | -29.1% |
| YTD | -30.2% | -14.9% | -15.3% | -27.4% |
| 1Y | -36.5% | -20.4% | -16.0% | -32.6% |
| 3Y | -5.7% | +38.8% | -44.5% | -23.7% |
| 5Y | -28.2% | +97.0% | -125.2% | -50.4% |
| 10Y | +209.1% | +999.8% | -790.7% | +32.6% |
| All | +333.3% | +1,142.5% | -809.2% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling