+41.5%
AG vs ARES
+1,157.9%
-1,116.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.7% |
| 7D | -10.0% | +0.5% | -10.4% | -10.0% |
| 30D | -10.5% | +19.7% | -30.2% | -14.7% |
| 3M | -27.3% | -9.0% | -18.3% | -25.5% |
| 6M | -43.0% | +11.5% | -54.5% | -44.6% |
| YTD | -17.9% | -13.8% | -4.1% | -15.8% |
| 1Y | +11.9% | -5.6% | +17.5% | +12.3% |
| 3Y | +201.8% | +36.1% | +165.7% | +172.7% |
| 5Y | -0.1% | +82.7% | -82.7% | -17.7% |
| 10Y | +72.7% | +1,101.7% | -1,029.0% | +16.0% |
| All | +41.5% | +1,157.9% | -1,116.4% | -9.4% |
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