+365.7%
ALAB vs ARES
+12.4%
+353.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.9% | -6.2% |
| 7D | +3.2% | -0.3% | +3.5% | +3.4% |
| 30D | -13.6% | +1.3% | -14.9% | -14.6% |
| 3M | -16.6% | +10.4% | -27.0% | -22.8% |
| 6M | +142.3% | +29.0% | +113.3% | +95.5% |
| YTD | +73.6% | -12.2% | +85.8% | +85.4% |
| 1Y | +33.7% | -18.4% | +52.1% | +51.8% |
| All | +365.7% | +12.4% | +353.2% | +304.9% |
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