+249.6%
ALAB vs ARES
+14.4%
+235.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.2% | +9.5% | +11.1% |
| 7D | -5.6% | +5.0% | -10.6% | -8.2% |
| 30D | -36.6% | +19.1% | -55.7% | -43.7% |
| 3M | -35.1% | +3.1% | -38.2% | -37.0% |
| 6M | +8.5% | +12.9% | -4.3% | -2.2% |
| YTD | +30.4% | -10.7% | +41.0% | +36.8% |
| 1Y | +31.0% | -5.5% | +36.6% | +29.7% |
| All | +249.6% | +14.4% | +235.2% | +198.7% |
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 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