+267.2%
ALAB vs ARES
+9.2%
+258.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +2.0% | +0.7% |
| 7D | +26.9% | -0.3% | +27.2% | +27.4% |
| 30D | -30.0% | +15.3% | -45.3% | -36.5% |
| 3M | -28.5% | -5.4% | -23.2% | -26.7% |
| 6M | +11.4% | +10.0% | +1.4% | +1.8% |
| YTD | +36.9% | -14.7% | +51.6% | +47.7% |
| 1Y | +44.4% | -9.7% | +54.0% | +46.7% |
| All | +267.2% | +9.2% | +258.0% | +222.6% |
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