+74.8%
ALB vs ARES
+1,152.0%
-1,077.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +9.1% | +4.5% | +4.5% | +6.9% |
| 30D | -3.4% | +15.7% | -19.2% | -9.7% |
| 3M | -20.6% | -2.0% | -18.6% | -20.5% |
| 6M | -48.2% | +10.4% | -58.6% | -51.1% |
| YTD | -29.2% | -14.2% | -15.0% | -27.2% |
| 1Y | +10.0% | -7.8% | +17.8% | +9.0% |
| 3Y | -12.9% | +41.4% | -54.3% | -31.8% |
| 5Y | -61.3% | +83.7% | -145.0% | -73.5% |
| 10Y | +35.8% | +1,204.1% | -1,168.3% | -46.5% |
| All | +74.8% | +1,152.0% | -1,077.3% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling