-43.9%
ALB vs ARES
+105.6%
-149.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -4.0% |
| 7D | -8.1% | -1.7% | -6.4% | -7.4% |
| 30D | +6.3% | +0.3% | +6.0% | +5.6% |
| 3M | -23.6% | +8.5% | -32.0% | -27.6% |
| 6M | -24.6% | +23.5% | -48.1% | -34.6% |
| YTD | -10.3% | -11.2% | +1.0% | -7.8% |
| 1Y | +61.5% | -19.3% | +80.7% | +73.3% |
| 3Y | -34.0% | +48.7% | -82.6% | -56.2% |
| All | -43.9% | +105.6% | -149.5% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling