+97.9%
AKAM vs ARES
+1,196.0%
-1,098.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -2.1% | -1.7% | -0.4% | -1.6% |
| 30D | -13.9% | +0.3% | -14.2% | -14.0% |
| 3M | -33.8% | +8.5% | -42.3% | -35.6% |
| 6M | +2.2% | +23.5% | -21.3% | -4.4% |
| YTD | +20.6% | -11.2% | +31.8% | +22.7% |
| 1Y | +36.3% | -19.3% | +55.6% | +41.7% |
| 3Y | -0.1% | +48.7% | -48.8% | -13.2% |
| 5Y | -7.5% | +106.5% | -114.1% | -27.9% |
| 10Y | +90.2% | +1,055.3% | -965.2% | -0.4% |
| All | +97.9% | +1,196.0% | -1,098.1% | -3.7% |
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 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