+481.9%
ALL vs ARES
+1,152.0%
-670.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -1.9% | +4.5% | -6.5% | -2.8% |
| 30D | +13.8% | +15.7% | -2.0% | +10.6% |
| 3M | -7.0% | -2.0% | -5.0% | -6.8% |
| 6M | +18.0% | +10.4% | +7.6% | +14.7% |
| YTD | +24.2% | -14.2% | +38.4% | +25.9% |
| 1Y | +31.2% | -7.8% | +38.9% | +30.6% |
| 3Y | +107.5% | +41.4% | +66.2% | +82.7% |
| 5Y | +144.8% | +83.7% | +61.1% | +97.1% |
| 10Y | +375.8% | +1,204.1% | -828.3% | +175.1% |
| All | +481.9% | +1,152.0% | -670.1% | +226.3% |
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 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