+38.6%
ALB vs ARES
+1,112.4%
-1,073.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.9% |
| 7D | -5.8% | +0.5% | -6.2% | -6.1% |
| 30D | -4.5% | +19.7% | -24.2% | -13.0% |
| 3M | -28.1% | -9.0% | -19.1% | -25.3% |
| 6M | -53.2% | +11.5% | -64.7% | -56.5% |
| YTD | -33.3% | -13.8% | -19.5% | -31.4% |
| 1Y | -17.4% | -5.6% | -11.8% | -19.4% |
| 3Y | -14.1% | +36.1% | -50.2% | -34.6% |
| 5Y | -64.0% | +82.7% | -146.7% | -77.1% |
| All | +38.6% | +1,112.4% | -1,073.8% | -52.5% |
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